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Copulæ of Processes Related to the Brownian Motion: A Brief Survey

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On Logical, Algebraic, and Probabilistic Aspects of Fuzzy Set Theory

Part of the book series: Studies in Fuzziness and Soft Computing ((STUDFUZZ,volume 336))

Abstract

The copulas of a few stochastic processes related to the Brownian motion are derived; specifically, if \((X_t)\) is one such process, the copula of the pair \((X_s,X_t)\) is determined for \(s<t\).

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Author information

Authors and Affiliations

  1. Dipartimento di Matematica e Fisica “Ennio De Giorgi”, Università del Salento, Lecce, 73100, Italy

    Carlo Sempi

Authors
  1. Carlo Sempi
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Correspondence to Carlo Sempi .

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Editors and Affiliations

  1. Dept of Knowledge-Based Math. Systems, Johannes Kepler University Linz, Linz, Austria

    Susanne Saminger-Platz

  2. Dept. of Mathematics & Descriptive Geo., Slovak University of Technology, BRATISLAVA, Slovakia

    Radko Mesiar

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Sempi, C. (2016). Copulæ of Processes Related to the Brownian Motion: A Brief Survey. In: Saminger-Platz, S., Mesiar, R. (eds) On Logical, Algebraic, and Probabilistic Aspects of Fuzzy Set Theory. Studies in Fuzziness and Soft Computing, vol 336. Springer, Cham. https://doi.org/10.1007/978-3-319-28808-6_10

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  • DOI: https://doi.org/10.1007/978-3-319-28808-6_10

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-28807-9

  • Online ISBN: 978-3-319-28808-6

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