Add to ORKGThis paper gives an overview to the mixed fractional Brownian motion in the white noise analysis framework, in particular how to realize and analyze mixed fractional Brownian motion in the white noise space. An application to the Donsker's delta function is also presented
Impact of correlated noises on dynamical systems is investigated by considering Fokker-Planck type e...
AbstractIn this paper, a class of Gaussian processes, having locally the same fractal properties as ...
AbstractUsing the white noise space framework, we construct and study a class of Gaussian processes ...
Dalam tulisan ini kita mempelajari gerak Brown fraksional campur tergeneralisir dalam kerangka anali...
Fractional Brownian motion (FBM) with Hurst parameter index between 0 and 1 is a stochastic process ...
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...
We present a white noise calculus for d-parameter fractional Brownian motion B-H (x, omega); x is an...
Using the white noise space framework, we construct and study a class of Gaussian processes with sta...
The definitive version is available at www.blackwell-synergy.comWe present a new framework for fract...
AbstractMaruyama introduced the notation db(t)=w(t)(dt)1/2 where w(t) is a zero-mean Gaussian white ...
A novel representation of functions, called generalized Taylor form, is applied to the filtering of ...
This is the published version, also available here: http://dx.doi.org/10.3150/10-BEJ258.By means of ...
A novel representation of functions, called generalized Taylor form, is applied to the filtering of ...
AbstractIn this paper we construct the β-fractional α-stable processes and sheets as functionals of ...
Impact of correlated noises on dynamical systems is investigated by considering Fokker-Planck type e...
AbstractIn this paper, a class of Gaussian processes, having locally the same fractal properties as ...
AbstractUsing the white noise space framework, we construct and study a class of Gaussian processes ...
Dalam tulisan ini kita mempelajari gerak Brown fraksional campur tergeneralisir dalam kerangka anali...
Fractional Brownian motion (FBM) with Hurst parameter index between 0 and 1 is a stochastic process ...
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...
We present a white noise calculus for d-parameter fractional Brownian motion B-H (x, omega); x is an...
Using the white noise space framework, we construct and study a class of Gaussian processes with sta...
The definitive version is available at www.blackwell-synergy.comWe present a new framework for fract...
AbstractMaruyama introduced the notation db(t)=w(t)(dt)1/2 where w(t) is a zero-mean Gaussian white ...
A novel representation of functions, called generalized Taylor form, is applied to the filtering of ...
This is the published version, also available here: http://dx.doi.org/10.3150/10-BEJ258.By means of ...
A novel representation of functions, called generalized Taylor form, is applied to the filtering of ...
AbstractIn this paper we construct the β-fractional α-stable processes and sheets as functionals of ...
Impact of correlated noises on dynamical systems is investigated by considering Fokker-Planck type e...
AbstractIn this paper, a class of Gaussian processes, having locally the same fractal properties as ...
AbstractUsing the white noise space framework, we construct and study a class of Gaussian processes ...