On the representation of fractional Brownian motion as an integral with respect to (dt)^a

DOI10.1016/J.AML.2004.05.014zbMATH Open1082.60029OpenAlexW2029239285MaRDI QIDQ2484680FDOQ2484680

Publication date: 1 August 2005

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2004.05.014

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Mathematics Subject Classification ID

Gaussian processes (60G15)

Cites Work

Fractional Brownian Motions, Fractional Noises and Applications
Stochastic analysis of the fractional Brownian motion
Stochastic differential equations with fractional Brownian motion input
ON FRACTIONAL INTEGRALS AND DERIVATIVES
Fractional Brownian motions via random walk in the complex plane and via fractional derivative. Comparison and further results on their Fokker-Planck equations
Alternative micropulses and fractional Brownian motion
A class of micropulses and antipersistent fractional Brownian motion

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