An -order fractional Brownian motion with Hurst index H (0,1) and R_+
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- Distribution processes with stationary fractional increments
- Fractional Brownian Motions, Fractional Noises and Applications
- NIST handbook of mathematical functions
- Necessary and sufficient conditions for Hölder continuity of Gaussian processes
- Power variation of some integral fractional processes
Cited in
(6)- Statistical inference for models driven by 𝑛-th order fractional Brownian motion
- On the Gaussian Volterra processes with power-type kernels
- Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion
- Spectral content of fractional Brownian motion with stochastic reset
- \(L^p\) uniform random walk-type approximation for fractional Brownian motion with Hurst exponent \(0 < H < \frac{1}{2} \)
- A new proposal on the relation between irregularity index and scaling index in a a non-stationary self-affine signal obeying fractional Brownian motion
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