Add to ORKGDalam tulisan ini kita mempelajari gerak Brown fraksional campur tergeneralisir dalam kerangka analisis white noise, khususnya bagaimana mewujudkan dan menganalisis gerak gerak Brown fraksional campur tergeneralisir di ruang white noise. Ekspresi eksplisit untuk transformasi S dari gerak Brown berperingkat campur tergeneralisir dan derivatif distribusional juga diperole
AbstractUsing the white noise space framework, we construct and study a class of Gaussian processes ...
AbstractMaruyama introduced the notation db(t)=w(t)(dt)1/2 where w(t) is a zero-mean Gaussian white ...
The definitive version is available at www.blackwell-synergy.comWe present a new framework for fract...
This paper gives an overview to the mixed fractional Brownian motion in the white noise analysis fra...
Fractional Brownian motion (FBM) with Hurst parameter index between 0 and 1 is a stochastic process ...
Using the white noise space framework, we construct and study a class of Gaussian processes with sta...
Brownian motion can be characterized as a generalized random process and, as such, has a generalized...
We consider fractional Brownian motions BtH with arbitrary Hurst coefficients 0Fractional Brownian m...
We present a white noise calculus for d-parameter fractional Brownian motion B-H (x, omega); x is an...
A novel representation of functions, called generalized Taylor form, is applied to the filtering of ...
A novel representation of functions, called generalized Taylor form, is applied to the filtering of ...
Brownian motion can be characterized as a generalized random process and, as such, has a generalized...
We study the fBm by use of convolution of the standard white noise with a certain distribution. This...
The purpose of this paper is to give an introduction to the stochastic (Wick-It^{o}) integration an...
Tyt. z nagłówka.Bibliogr. s. 415-416.Given a Gaussian stationary increment processes, we show that a...
AbstractUsing the white noise space framework, we construct and study a class of Gaussian processes ...
AbstractMaruyama introduced the notation db(t)=w(t)(dt)1/2 where w(t) is a zero-mean Gaussian white ...
The definitive version is available at www.blackwell-synergy.comWe present a new framework for fract...
This paper gives an overview to the mixed fractional Brownian motion in the white noise analysis fra...
Fractional Brownian motion (FBM) with Hurst parameter index between 0 and 1 is a stochastic process ...
Using the white noise space framework, we construct and study a class of Gaussian processes with sta...
Brownian motion can be characterized as a generalized random process and, as such, has a generalized...
We consider fractional Brownian motions BtH with arbitrary Hurst coefficients 0Fractional Brownian m...
We present a white noise calculus for d-parameter fractional Brownian motion B-H (x, omega); x is an...
A novel representation of functions, called generalized Taylor form, is applied to the filtering of ...
A novel representation of functions, called generalized Taylor form, is applied to the filtering of ...
Brownian motion can be characterized as a generalized random process and, as such, has a generalized...
We study the fBm by use of convolution of the standard white noise with a certain distribution. This...
The purpose of this paper is to give an introduction to the stochastic (Wick-It^{o}) integration an...
Tyt. z nagłówka.Bibliogr. s. 415-416.Given a Gaussian stationary increment processes, we show that a...
AbstractUsing the white noise space framework, we construct and study a class of Gaussian processes ...
AbstractMaruyama introduced the notation db(t)=w(t)(dt)1/2 where w(t) is a zero-mean Gaussian white ...
The definitive version is available at www.blackwell-synergy.comWe present a new framework for fract...