𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Tempered fractional Brownian motion

✍ Scribed by Meerschaert, Mark M.; Sabzikar, Farzad

Book ID
121964574
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
407 KB
Volume
83
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Fractal (fractional) Brownian motion
Fractal (fractional) Brownian motion
✍ Winston C. Chow πŸ“‚ Article πŸ“… 2011 πŸ› Wiley (John Wiley & Sons) 🌐 English βš– 221 KB

## Abstract Fractal Brownian motion, also called fractional Brownian motion (fBm), is a class of stochastic processes characterized by a single parameter called the Hurst parameter, which is a real number between zero and one. fBm becomes ordinary standard Brownian motion when the parameter has the

Piecewise fractional Brownian motion
Piecewise fractional Brownian motion
✍ Perrin, E.; Harba, R.; Iribarren, I.; Jennane, R. πŸ“‚ Article πŸ“… 2005 πŸ› IEEE 🌐 English βš– 227 KB
Oscillatory Fractional Brownian Motion
Oscillatory Fractional Brownian Motion
✍ Bojdecki, T.; Gorostiza, L. G.; Talarczyk, A. πŸ“‚ Article πŸ“… 2013 πŸ› Springer Netherlands 🌐 English βš– 754 KB
Fractional Brownian motion via fractiona
Fractional Brownian motion via fractional Laplacian
✍ Tomasz Bojdecki; Luis G. Gorostiza πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 61 KB

A new and short proof of existence of the fractional Brownian ÿeld with exponent =2; ∈ (0; 2], is given in terms of the fractional power of the Laplacian.