Using Monte Carlo simulation techniques, we look at statistical properties of two numerical methods (the extended counting method and the variance counting method) developed to estimate the Hausdorff dimension of a time series and applied to the fractional Brownian motion
Some real-world phenomena in geo-science, micro-economy, and turbulence, to name a few, can be effec...
International audienceSome real-world phenomena in geo-science, micro-economy, and turbulence, to na...
International audienceWe present a non exhaustive bibliographical and comparative study of the probl...
Fractional Brownian motion is a nontrivial generalization of standard Brownian motion (Wie- ner proc...
Let X be a fractional Brownian motion in Rd. For any Borel function f: [0, 1] → Rd, we express the ...
Fractals have been shown to be useful in characterizing texture in a variety of contexts. Use of thi...
Let [phi] be a Hausdorff measure function and let [Lambda] be an infinite increasing sequence of pos...
Fractals have been shown to be useful in characterizing texture in a variety of contexts via a metho...
Let Bα = {Bα(t), t ∈ RN} be an (N, d)-fractional Brownian motion with Hurst index α ∈ (0, 1). By app...
After an introduction to Brownian motion, Hausdorff dimension, nonstandard analysis and Loeb measure...
This paper concerns the intermediate dimensions, a spectrum of dimensions that interpolate between t...
This book is devoted to a number of stochastic models that display scale invariance. It primarily fo...
In the paper consistent estimates of the Hurst parameter of fractional Brownian motion are obtained ...
A study is conducted on time series data analysis relating the concept of the fractional calculus to...
International audienceThe fractional Brownian motion which has been defined by Kolmogorov \cite{k40}...
Some real-world phenomena in geo-science, micro-economy, and turbulence, to name a few, can be effec...
International audienceSome real-world phenomena in geo-science, micro-economy, and turbulence, to na...
International audienceWe present a non exhaustive bibliographical and comparative study of the probl...
Fractional Brownian motion is a nontrivial generalization of standard Brownian motion (Wie- ner proc...
Let X be a fractional Brownian motion in Rd. For any Borel function f: [0, 1] → Rd, we express the ...
Fractals have been shown to be useful in characterizing texture in a variety of contexts. Use of thi...
Let [phi] be a Hausdorff measure function and let [Lambda] be an infinite increasing sequence of pos...
Fractals have been shown to be useful in characterizing texture in a variety of contexts via a metho...
Let Bα = {Bα(t), t ∈ RN} be an (N, d)-fractional Brownian motion with Hurst index α ∈ (0, 1). By app...
After an introduction to Brownian motion, Hausdorff dimension, nonstandard analysis and Loeb measure...
This paper concerns the intermediate dimensions, a spectrum of dimensions that interpolate between t...
This book is devoted to a number of stochastic models that display scale invariance. It primarily fo...
In the paper consistent estimates of the Hurst parameter of fractional Brownian motion are obtained ...
A study is conducted on time series data analysis relating the concept of the fractional calculus to...
International audienceThe fractional Brownian motion which has been defined by Kolmogorov \cite{k40}...
Some real-world phenomena in geo-science, micro-economy, and turbulence, to name a few, can be effec...
International audienceSome real-world phenomena in geo-science, micro-economy, and turbulence, to na...
International audienceWe present a non exhaustive bibliographical and comparative study of the probl...
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