Abstract
The mixed fractional Brownian motion is used in mathematical
finance, in the modelling of some arbitrage-free and complete
markets. In this paper, we present some stochastic properties and
characteristics of this process, and we study the
Open Access
On the mixed fractional Brownian motion
Received03 Oct 2005
Revised24 Mar 2006
Accepted24 Mar 2006
Published14 Aug 2006
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Copyright
Copyright © 2006 Mounir Zili. This is an open access article distributed under the
Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.