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Some properties of the sub-fractional Brownian motion

โœ Scribed by Tudor, Constantin


Book ID
125931487
Publisher
Taylor and Francis Group
Year
2007
Tongue
English
Weight
199 KB
Volume
79
Category
Article
ISSN
1744-2508

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Some aspects of fractional Brownian moti
โœ T.E. Duncan ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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.