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Stochastic analysis of fractional brownian motions

✍ Scribed by Lin, S.J.


Book ID
121014604
Publisher
Taylor and Francis Group
Year
1995
Weight
700 KB
Volume
55
Category
Article
ISSN
1045-1129

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Modelling and analysis of fractional Bro
✍ O. MagrΓ©; M. Guglielmi πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 544 KB

This paper deals with the study of fractional Brownian motion (tam) and fractional Brownian noises. First. we study the Barnes and Allan model, which is very close to the (tbm). Then, we propose an infinite dimension state model, where each state is the solution of a first order differential equatio