Piecewise fractional Brownian motion

DOI10.1109/TSP.2004.842209zbMATH Open1370.60067MaRDI QIDQ5355671FDOQ5355671

Authors: Emmanuel Perrin, Rachid Harba, Ileana Iribarren, Rachid Jennane 

Publication date: 20 September 2017

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22)

Cited In (6)

• Fractional Brownian motion with variable Hurst parameter: definition and properties
• Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes
• Fractional Brownian motion with two-variable Hurst exponent
• Mixtures of higher-order fractional Brownian motions
• Nonhomogeneous fractional integration and multifractional processes
• Long-range dependent completely correlated mixed fractional Brownian motion

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