AbstractFractional tempered stable motion (fTSm) is defined and studied. FTSm has the same covariance structure as fractional Brownian motion, while having tails heavier than Gaussian ones but lighter than (non-Gaussian) stable ones. Moreover, in short time it is close to fractional stable Lévy motion, while it is approximately fractional Brownian motion in long time. A series representation of fTSm is derived and used for simulation and to study some of its sample paths properties
In this study we use the fractional Lévy stable motion (fLsm) to establish a finite iterative foreca...
Due to finite lifespan of the particles or boundedness of the physical space, tempered fractional ca...
In this paper, we simulate sample paths of a class of symmetric α-stable processes using their serie...
AbstractFractional tempered stable motion (fTSm) is defined and studied. FTSm has the same covarianc...
Abstract Tempered fractional stable motion adds an exponential tempering to the power-law kernel in ...
This work defines two classes of processes, that we term tempered fractional multistable motion and ...
Fractional derivatives and integrals are convolutions with a power law. Including an exponential ter...
We derive the governing equation of the Tempered Stable Subordinator (hereafter TSS), which generali...
Fractional Calculus has a close relation with Probability. Random walks with heavy tails converge to...
Abstract–An algorithm for generating sample paths of linear fractional stable motion (LFSM) is intro...
Fractional Brownian motion, introduced by Benoit Mandelbrot and John Van Ness in 1968, has had a maj...
Fractional Brownian motion is a nontrivial generalization of standard Brownian motion (Wie- ner proc...
Abstract. An approximation of the linear fractional stable motion by a Fourier sum is presented. In ...
Properties of different models of fractional Brownian motions are discussed in detail. We shall coll...
Abstract: We investigate the regularity of Lévy processes within the 2-microlocal analysis framework...
In this study we use the fractional Lévy stable motion (fLsm) to establish a finite iterative foreca...
Due to finite lifespan of the particles or boundedness of the physical space, tempered fractional ca...
In this paper, we simulate sample paths of a class of symmetric α-stable processes using their serie...
AbstractFractional tempered stable motion (fTSm) is defined and studied. FTSm has the same covarianc...
Abstract Tempered fractional stable motion adds an exponential tempering to the power-law kernel in ...
This work defines two classes of processes, that we term tempered fractional multistable motion and ...
Fractional derivatives and integrals are convolutions with a power law. Including an exponential ter...
We derive the governing equation of the Tempered Stable Subordinator (hereafter TSS), which generali...
Fractional Calculus has a close relation with Probability. Random walks with heavy tails converge to...
Abstract–An algorithm for generating sample paths of linear fractional stable motion (LFSM) is intro...
Fractional Brownian motion, introduced by Benoit Mandelbrot and John Van Ness in 1968, has had a maj...
Fractional Brownian motion is a nontrivial generalization of standard Brownian motion (Wie- ner proc...
Abstract. An approximation of the linear fractional stable motion by a Fourier sum is presented. In ...
Properties of different models of fractional Brownian motions are discussed in detail. We shall coll...
Abstract: We investigate the regularity of Lévy processes within the 2-microlocal analysis framework...
In this study we use the fractional Lévy stable motion (fLsm) to establish a finite iterative foreca...
Due to finite lifespan of the particles or boundedness of the physical space, tempered fractional ca...
In this paper, we simulate sample paths of a class of symmetric α-stable processes using their serie...
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