FRACTIONAL BROWNIAN SHEET HOJA BROWNIANA FRACCIONAL

FRACTIONAL BROWNIAN SHEET HOJA BROWNIANA FRACCIONAL

Fractional brownian sheet or two parameter fractional brownian motion and some important properties with selfsimilar and stationary increments are presented. Moreover, two representations for hBf analogous to moving average and on an interval representations for fractional brownian motion are includ...

Full description

Bibliographic Details
Main Authors: Blanco Castañeda Liliana, Garzón Merchán Johanna
Format: Article
Language:English
Published: Universidad Nacional de Colombia 2005-11-01
Series:Revista Colombiana de Estadística
Subjects:
Fractional Brownian motion
two-parameter stochastic processes
Brownian sheet
selfsimilary processes
stationary increments processes
Online Access:http://www.revistas.unal.edu.co/index.php/estad/article/view/28878

Internet

http://www.revistas.unal.edu.co/index.php/estad/article/view/28878

Similar Items