Let X be a fractional Brownian motion. It is known that M t = m t dX; t ΒΏ 0, where m t is a certain kernel, deΓΏnes a martingale M , and also that X can be represented by X t = x t dM; t ΒΏ 0, for some kernel x t . We derive these results by using the spectral representation of the covariance function
β¦ LIBER β¦
A Frequency-Domain Approach to Optimal Fractional-Order Damping
β Scribed by Tom T. Hartley; Carl F. Lorenzo
- Book ID
- 106486281
- Publisher
- Springer Netherlands
- Year
- 2004
- Tongue
- English
- Weight
- 568 KB
- Volume
- 38
- Category
- Article
- ISSN
- 0924-090X
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