Published May 2006
| Version v1
Journal article
On some generalization of fractional Brownian motions
- 1. School of Management, Tianjin University, Tianjin 300072 (China)
- 2. Department of Applied Mathematics, Shandong University of Science and Technology, Qingdao 266510, Shandong (China)
- 3. Institute of Mathematics, Fudan University, Shanghai 200433 (China)
Description
The multifractional Brownian motion (mBm) is a continuous Gaussian process that extends the classical fractional Brownian motion (fBm) defined by Barton and Vincent Poor [Barton RJ, Vincent Poor H. IEEE Trans Inform 1988;34(5):943] and Decreusefond and Ustuenel [Decreusefond L, Ustuenel AS. Potential Anal 1999;10:177]. In addition, an innovational representation of fBm is given
Additional details
Identifiers
- DOI
- 10.1016/j.chaos.2005.09.004;
- PII
- S0960-0779(05)00834-9;
Publishing Information
- Journal Title
- Chaos, Solitons and Fractals
- Journal Volume
- 28
- Journal Issue
- 4
- Journal Page Range
- p. 949-957
- ISSN
- 0960-0779
INIS
- Country of Publication
- United Kingdom
- Country of Input or Organization
- International Atomic Energy Agency (IAEA)
- INIS RN
- 37067040
- Subject category
- S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
- Descriptors DEI
- BROWNIAN MOVEMENT; FRACTIONATION; GAUSSIAN PROCESSES; MATHEMATICAL LOGIC; MATHEMATICAL MODELS
- Descriptors DEC
- SEPARATION PROCESSES
Optional Information
- Copyright
- Copyright (c) 2005 Elsevier Science B.V., Amsterdam, The Netherlands, All rights reserved.