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Ergodicity of the Infinite Dimensional Fractional Brownian Motion

✍ Scribed by María J. Garrido-Atienza; Björn Schmalfuß

Publisher
Springer US
Year
2011
Tongue
English
Weight
176 KB
Volume
23
Category
Article
ISSN
1040-7294

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📜 SIMILAR VOLUMES

Some aspects of fractional Brownian moti
Some aspects of fractional Brownian motion
✍ T.E. Duncan 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 275 KB

In this paper some results for a stochastic calculus for a fractional Brownian motion are described. Some applications of this calculus are given. Some results of a spectral approach to fractional Gaussian noise, the formal derivative of fractional Brownian motion, are given.