A fractional linear system view of the fractional Brownian motion

DOI10.1007/s11071-004-3762-8zbMath1115.60044OpenAlexW2100418959MaRDI QIDQ2499402

Arnaldo Guimarães Batista, Manuel Duarte Ortigueira

Publication date: 14 August 2006

Published in: Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10362/2618

zbMATH Keywords

fractional differintegrationaggregation variance methoddiscrete time fractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Self-similar stochastic processes (60G18)

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