Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems
Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems
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DOI：
10.1214/ecp.v12-1272
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发表时间：
2007-05-16
影响因子：
0.5
通讯作者：
Talarczyk, Anna
中科院分区：
文献类型：
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作者：
Bojdecki, Tomasz;Gorostiza, Luis G.;Talarczyk, Anna
本文研究了三个自相似、远程依赖的高斯过程。第一个，协方差积分（s布尔与t）(0) u(a)[(t - u)(b) + (s - u)(b)] du，参数a > - 1, - 1 < b
In this paper we study three self-similar, long-range dependence, Gaussian processes. The first one, with covarianceintegral(s boolean AND t)(o) u(a)[(t - u)(b) + (s - u)(b)] du,parameters a > - 1, - 1 < b