Some properties of fractional Brownian motion
This article is dedicated to the study of the characteristics of random processes, with properties of self-similarity and fractality. The study is based on the consideration of numerical characteristics of processes such as mean, variance, covariance, skewness and kurtosis, and the moments and cumul...
| Main Authors: | , |
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| Format: | Article |
| Language: | Belarusian |
| Published: |
Belarusian State University
2017-12-01
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| Series: | Журнал Белорусского государственного университета: Математика, информатика |
| Subjects: | |
| Online Access: | https://journals.bsu.by/index.php/mathematics/article/view/733 |