A class of micropulses and antipersistent fractional Brownian motion

DOI10.1016/0304-4149(95)00046-1zbMath0846.60055OpenAlexW2059203891MaRDI QIDQ1909950

Renata Cioczek-Georges, Benoit B. Mandelbrot

Publication date: 8 September 1996

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00046-1

zbMATH Keywords

fractional Brownian motion self-similarity Poisson random measure self-affinity fractal sums of micropulses stationarity of increments fractal sums of pulses

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic processes (60G99)

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