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Arithmetic modeling of Brownian motion and polyadic approximations

✍ Scribed by N. N. Lyashenko


Publisher
Springer
Year
1982
Tongue
English
Weight
339 KB
Volume
21
Category
Article
ISSN
0363-1672

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Modelling and analysis of fractional Bro
✍ O. MagrΓ©; M. Guglielmi πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 544 KB

This paper deals with the study of fractional Brownian motion (tam) and fractional Brownian noises. First. we study the Barnes and Allan model, which is very close to the (tbm). Then, we propose an infinite dimension state model, where each state is the solution of a first order differential equatio