✦ LIBER ✦

On the Prediction of Fractional Brownian Motion

✍ Scribed by Gustaf Gripenberg and Ilkka Norros

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Note on the Fractional Integrated Frac

✍ Charles El-Nouty 📂 Article 📅 2003 🏛 Springer Netherlands 🌐 English ⚖ 104 KB

On Fractional Brownian Motion and Wavele

✍ S. Albeverio; P. E. T. Jorgensen; A. M. Paolucci 📂 Article 📅 2010 🏛 SP Birkhäuser Verlag Basel 🌐 English ⚖ 351 KB

On the large increments of fractional Br

✍ Charles El-Nouty 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 354 KB

Let {BH(t), t ~>0} be a fractional Brownian motion with index 00. We establish some laws of the iterated logarithm for Vr.

Deconvolution of fractional brownian mot

✍ VLADAS PIPIRAS; MURAD S. TAQQU 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 154 KB

Stochastic Analysis of the Fractional Br

✍ L. Decreusefond; A.S. üstünel 📂 Article 📅 1999 🏛 Springer Netherlands 🌐 English ⚖ 230 KB

Dimensional Properties of Fractional Bro

✍ Dong Sheng Wu; Yi Min Xiao* 📂 Article 📅 2007 🏛 Institute of Mathematics, Chinese Academy of Scien 🌐 English ⚖ 218 KB