A fractional linear system view of the fractional Brownian motion (Q2499402)
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scientific article; zbMATH DE number 5045743
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| English | A fractional linear system view of the fractional Brownian motion |
scientific article; zbMATH DE number 5045743 |
Statements
A fractional linear system view of the fractional Brownian motion (English)
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14 August 2006
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discrete time fractional Brownian motion
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aggregation variance method
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fractional differintegration
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0.7913116216659546
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0.7899964451789856
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