On some possible generalizations of fractional Brownian motion.
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Publication:1569539
DOI10.1016/S0375-9601(00)00034-7zbMath1068.82518MaRDI QIDQ1569539
Publication date: 3 July 2000
Published in: Physics Letters. A (Search for Journal in Brave)
Gaussian processes; multifractional Brownian motion; large time asymptotic; Hurst exponent; moving average representation; Riemann-Liouville fractional integral; harmonizable representation
60K40: Other physical applications of random processes
82B41: Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics
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