On some possible generalizations of fractional Brownian motion. (Q1569539): Difference between revisions
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Property / cites work: Fractional Brownian Motions, Fractional Noises and Applications / rank | |||
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Property / cites work: Asymptotic properties of the fractional Brownian motion of Riemann-Liouville type / rank | |||
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Property / cites work: Identifying the multifractional function of a Gaussian process / rank | |||
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Revision as of 09:58, 30 May 2024
scientific article
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English | On some possible generalizations of fractional Brownian motion. |
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Statements
On some possible generalizations of fractional Brownian motion. (English)
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3 July 2000
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multifractional Brownian motion
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Hurst exponent
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moving average representation
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harmonizable representation
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Gaussian processes
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Riemann-Liouville fractional integral
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large time asymptotic
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