scientific article; zbMATH DE number 2134053

MaRDI QIDQ3159193zbMATH OpenFDO

Authors Pierre R. Bertrand, Jean-Marc Bardet

Publication date 15 February 2005

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic systems in control theory (general) (93E03)

Recommendations

• DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION
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• Some applications of fractional Brownian motion to linear systems

Cited in

(4)

• Control of Weierstrass-Mandelbrot function model with Morlet wavelets
• DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION
• Identification of the multiscale fractional Brownian motion with biomechanical applications
• A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion

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