THE GENERALIZED BIFRACTIONAL BROWNIAN MOTION
To extend several known centered Gaussian processes, we introduce a new centered Gaussian process, named the generalized bifractional Brownian motion. This process depends on several parameters, namely α > 0 , β>0 , 0<H<1 and 0<K≤1 . When K=1, we investigate its convexity properties. Then, when...
Збережено в:
| Автор: | |
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| Формат: | Artigo |
| Мова: | Inglês |
| Опубліковано: |
Publishing House ASV
2018-12-01
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| Серія: | International Journal for Computational Civil and Structural Engineering |
| Предмети: | |
| Онлайн доступ: | http://ijccse.iasv.ru/article/view/169 |
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