Piecewise fractional Brownian motion

DOI10.1109/TSP.2004.842209MaRDI QIDQ5355671zbMATHFDO

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)

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

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