scientific article; zbMATH DE number 2051039

MaRDI QIDQ4453313zbMATH OpenFDO

Authors Victoria Zinde-Walsh, Peter C. B. Phillips

Publication date 7 March 2004

zbMATH Keywords

Brownian motionfractional Brownian motionfractional derivativedelta functiongeneralized derivativegeneralized Gaussian processcovariance functional

Mathematics Subject Classification ID

Gaussian processes (60G15)

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• On Gaussian processes equivalent in law to fractional Brownian motion
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• On the connection between Molchan-Golosov and Mandelbrot-van Ness representations of fractional Brownian motion
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• A class of processes defined in the white noise space through generalized fractional operators
• On the representation of fractional Brownian motion as an integral with respect to \((dt)^a\)
• Modeling colored noise by fractional Brownian motion

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