scientific article; zbMATH DE number 2051039

zbMATH Open1047.60033MaRDI QIDQ4453313FDOQ4453313

Victoria Zinde-Walsh, Peter C. B. Phillips

Publication date: 7 March 2004

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Brownian motionfractional Brownian motionfractional derivativedelta functiongeneralized derivativegeneralized Gaussian processcovariance functional

Mathematics Subject Classification ID

Gaussian processes (60G15)

Cited In (10)

• A generalized stochastic process: fractional \(G\)-Brownian motion
• On Gaussian processes equivalent in law to fractional Brownian motion
• Derivation of the Selected Path Integral
• Generating two-dimensional fractional Brownian motion using the fractional Gaussian process (FGp) algorithm
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• On the connection between Molchan-Golosov and Mandelbrot-van Ness representations of fractional Brownian motion
• A fractional linear system view of the fractional Brownian motion
• On the representation of fractional Brownian motion as an integral with respect to \((dt)^a\)
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• Generalized fractional Brownian motion

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