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Volumn 266, Issue 2-3, 2000, Pages 140-145
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On some possible generalizations of fractional Brownian motion
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Author keywords
Fractional Brownian motion; Stochastic processes
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Indexed keywords
COMPUTATION THEORY;
RANDOM PROCESSES;
STOCHASTIC SYSTEMS;
DETERMINISTIC FUNCTIONS;
DIRECT COMPUTATIONS;
FOURIER TRANSFORM METHOD;
FRACTIONAL BROWNIAN MOTION;
FRACTIONAL INTEGRALS;
GAUSSIAN PROCESSES;
MOVING AVERAGE REPRESENTATION;
MULTIFRACTIONAL BROWNIAN MOTION;
BROWNIAN MOVEMENT;
ARTICLE;
CALCULATION;
FOURIER TRANSFORMATION;
FRACTAL ANALYSIS;
FRACTIONATION;
STATISTICS;
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EID: 0034695911
PISSN: 03759601
EISSN: None
Source Type: Journal
DOI: 10.1016/S0375-9601(00)00034-7 Document Type: Article |
Times cited : (39)
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References (10)
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