On the Integral of the Fractional Brownian Motion and Some Pseudo-Fractional Gaussian Processes
We investigate the main statistical parameters of the integral over time of the fractional Brownian motion and of a kind of pseudo-fractional Gaussian process, obtained as a classical Gauss−Markov process from Doob representation by replacing Brownian motion with fractional Brownian motion. Po...
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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
MDPI AG
2019-10-01
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| Colecção: | Mathematics |
| Assuntos: | |
| Acesso em linha: | https://www.mdpi.com/2227-7390/7/10/991 |
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