Add to ORKGWe study the fBm by use of convolution of the standard white noise with a certain distribution. This brings some simplifications and new results
Stochastic process exhibiting power-law slopes in the frequency domain are frequently well modeled b...
International audienceThe use of diffusion models driven by fractional noise has become popular for ...
The purpose of this paper is to give an introduction to the stochastic (Wick-It^{o}) integration an...
Fractional Brownian motion (FBM) with Hurst parameter index between 0 and 1 is a stochastic process ...
AbstractMaruyama introduced the notation db(t)=w(t)(dt)1/2 where w(t) is a zero-mean Gaussian white ...
This paper gives an overview to the mixed fractional Brownian motion in the white noise analysis fra...
Properties of different models of fractional Brownian motions are discussed in detail. We shall coll...
The definitive version is available at www.blackwell-synergy.comWe present a new framework for fract...
Fractional Brownian motion is a nontrivial generalization of standard Brownian motion (Wie- ner proc...
AbstractWe construct fractional Brownian motion, sub-fractional Brownian motion and negative sub-fra...
We present new theoretical results on the fractional Brownian motion, including different definition...
International audienceA generalization of fractional Brownian motion (fBm) of parameter H in ]0, 1[ ...
Let $X$ be a fractional Brownian motion. It is known that $M_t=int m_t dX,, tge 0$, where $m_t$ is a...
In this study, we first discretize the fractional Brownian motion in time and observe multivariate G...
International audienceSince the pioneering work by Mandelbrot and Van Ness in 1968, the fractional B...
Stochastic process exhibiting power-law slopes in the frequency domain are frequently well modeled b...
International audienceThe use of diffusion models driven by fractional noise has become popular for ...
The purpose of this paper is to give an introduction to the stochastic (Wick-It^{o}) integration an...
Fractional Brownian motion (FBM) with Hurst parameter index between 0 and 1 is a stochastic process ...
AbstractMaruyama introduced the notation db(t)=w(t)(dt)1/2 where w(t) is a zero-mean Gaussian white ...
This paper gives an overview to the mixed fractional Brownian motion in the white noise analysis fra...
Properties of different models of fractional Brownian motions are discussed in detail. We shall coll...
The definitive version is available at www.blackwell-synergy.comWe present a new framework for fract...
Fractional Brownian motion is a nontrivial generalization of standard Brownian motion (Wie- ner proc...
AbstractWe construct fractional Brownian motion, sub-fractional Brownian motion and negative sub-fra...
We present new theoretical results on the fractional Brownian motion, including different definition...
International audienceA generalization of fractional Brownian motion (fBm) of parameter H in ]0, 1[ ...
Let $X$ be a fractional Brownian motion. It is known that $M_t=int m_t dX,, tge 0$, where $m_t$ is a...
In this study, we first discretize the fractional Brownian motion in time and observe multivariate G...
International audienceSince the pioneering work by Mandelbrot and Van Ness in 1968, the fractional B...
Stochastic process exhibiting power-law slopes in the frequency domain are frequently well modeled b...
International audienceThe use of diffusion models driven by fractional noise has become popular for ...
The purpose of this paper is to give an introduction to the stochastic (Wick-It^{o}) integration an...