## Abstract Fractal Brownian motion, also called fractional Brownian motion (fBm), is a class of stochastic processes characterized by a single parameter called the Hurst parameter, which is a real number between zero and one. fBm becomes ordinary standard Brownian motion when the parameter has the
β¦ LIBER β¦
Deconvolution of fractional brownian motion
β Scribed by VLADAS PIPIRAS; MURAD S. TAQQU
- Book ID
- 108549501
- Publisher
- John Wiley and Sons
- Year
- 2002
- Tongue
- English
- Weight
- 154 KB
- Volume
- 23
- Category
- Article
- ISSN
- 0143-9782
No coin nor oath required. For personal study only.
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