✦ LIBER ✦

On the Spectral Density of the Wavelet Transform of Fractional Brownian Motion

✍ Scribed by Takeshi Kato; Elias Masry

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

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.

Stochastic Analysis of the Fractional Br

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A Fractional Linear System View of the F

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Ergodicity of the Infinite Dimensional F

✍ María J. Garrido-Atienza; Björn Schmalfuß 📂 Article 📅 2011 🏛 Springer US 🌐 English ⚖ 176 KB

A simple construction of the fractional

✍ Nathanaël Enriquez 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 321 KB

A Note on the Local Time of Fractional B

✍ Yuji Kasahara; Namiko Ogawa 📂 Article 📅 1999 🏛 Springer US 🌐 English ⚖ 268 KB