Fractional Brownian motion approximation based on fractional integration of a white noise

Chaos, solitons and fractals

Volumn 12, Issue 2, 2001, Pages 391-398

  Chechkin, A V ^a,b   Gonchar, V Yu ^a  

^a KHARKOV INSTITUTE OF PHYSICS AND TECHNOLOGY   (Ukraine)

^b INSTITUTE FOR SINGLE CRYSTALS   (Ukraine)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; BROWNIAN MOVEMENT; DIFFERENTIATION (CALCULUS); INTEGRATION; SPURIOUS SIGNAL NOISE; WHITE NOISE;

FRACTIONAL BROWNIAN MOTION; FRACTIONAL INTEGRATION;

FRACTALS;

EID: 0343898228     PISSN: 09600779     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0960-0779(99)00183-6     Document Type: Article

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