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.
Packing dimension of the image of fractional Brownian motion
โ Scribed by Yimin Xiao
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 366 KB
- Volume
- 33
- Category
- Article
- ISSN
- 0167-7152
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โฆ Synopsis
Let X(t) (t ~ ~N) be a fractional Brownian motion of index ~ in R d.
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