Some aspects of fractional Brownian motion

Nonlinear Analysis, Theory, Methods and Applications

Volumn 47, Issue 7, 2001, Pages 4775-4782

  Duncan, T E ^a,b  

^a UNIVERSITY OF KANSAS   (United States)

^b NONE

Author keywords

Fractional Brownian motion; Fractional Gaussian noise; It integral; Stochastic calculus

Indexed keywords

COMPUTATIONAL METHODS; FOURIER TRANSFORMS; GAUSSIAN NOISE (ELECTRONIC); INTEGRAL EQUATIONS; PARAMETER ESTIMATION;

FRACTIONAL BROWNIAN MOTION; STOCHASTIC CALCULUS;

BROWNIAN MOVEMENT;

EID: 0035424564     PISSN: 0362546X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0362-546X(01)00589-2     Document Type: Article

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