Home >  Term: Hurst Exponent(H)
Hurst Exponent(H)

A measure of the bias in fractional Brownian motion. H=0.50 for Brownian motion. 0.50

0 0

Penulis

  • Jessehe
  •  (V.I.P) 32013 poin
  • 40.13% positive feedback
© 2024 CSOFT International, Ltd.