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...
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| Format: | Article |
| Language: | English |
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Universidad Nacional de Colombia
2005-11-01
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| Series: | Revista Colombiana de Estadística |
| Subjects: | |
| Online Access: | http://www.revistas.unal.edu.co/index.php/estad/article/view/28878 |
| _version_ | 1811314307046047744 |
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| author | Blanco Castañeda Liliana Garzón Merchán Johanna |
| author_facet | Blanco Castañeda Liliana Garzón Merchán Johanna |
| author_sort | Blanco Castañeda Liliana |
| collection | DOAJ |
| description | 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 included.<br>Se presenta la hoja browniana fraccional (hBf) o movimiento browniano fraccional en dos parámetros y algunas de sus propiedades importantes como son la autosimilaridad y la estacionaridad de los incrementos. Se incluyen además dos representaciones de la hBf, análogas a la representación en promedio móvil y en intervalo finito del movimiento browniano fraccional. |
| first_indexed | 2024-04-13T11:09:29Z |
| format | Article |
| id | doaj.art-f1941616d7d145629787346591d942a3 |
| institution | Directory Open Access Journal |
| issn | 0120-1751 |
| language | English |
| last_indexed | 2024-04-13T11:09:29Z |
| publishDate | 2005-11-01 |
| publisher | Universidad Nacional de Colombia |
| record_format | Article |
| series | Revista Colombiana de Estadística |
| spelling | doaj.art-f1941616d7d145629787346591d942a32022-12-22T02:49:10ZengUniversidad Nacional de ColombiaRevista Colombiana de Estadística0120-17512005-11-01282193205FRACTIONAL BROWNIAN SHEET HOJA BROWNIANA FRACCIONALBlanco Castañeda LilianaGarzón Merchán JohannaFractional 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 included.<br>Se presenta la hoja browniana fraccional (hBf) o movimiento browniano fraccional en dos parámetros y algunas de sus propiedades importantes como son la autosimilaridad y la estacionaridad de los incrementos. Se incluyen además dos representaciones de la hBf, análogas a la representación en promedio móvil y en intervalo finito del movimiento browniano fraccional.http://www.revistas.unal.edu.co/index.php/estad/article/view/28878Fractional Brownian motiontwo-parameter stochastic processesBrownian sheetselfsimilary processesstationary increments processes |
| spellingShingle | Blanco Castañeda Liliana Garzón Merchán Johanna FRACTIONAL BROWNIAN SHEET HOJA BROWNIANA FRACCIONAL Revista Colombiana de Estadística Fractional Brownian motion two-parameter stochastic processes Brownian sheet selfsimilary processes stationary increments processes |
| title | FRACTIONAL BROWNIAN SHEET HOJA BROWNIANA FRACCIONAL |
| title_full | FRACTIONAL BROWNIAN SHEET HOJA BROWNIANA FRACCIONAL |
| title_fullStr | FRACTIONAL BROWNIAN SHEET HOJA BROWNIANA FRACCIONAL |
| title_full_unstemmed | FRACTIONAL BROWNIAN SHEET HOJA BROWNIANA FRACCIONAL |
| title_short | FRACTIONAL BROWNIAN SHEET HOJA BROWNIANA FRACCIONAL |
| title_sort | fractional brownian sheet hoja browniana fraccional |
| topic | Fractional Brownian motion two-parameter stochastic processes Brownian sheet selfsimilary processes stationary increments processes |
| url | http://www.revistas.unal.edu.co/index.php/estad/article/view/28878 |
| work_keys_str_mv | AT blancocastanedaliliana fractionalbrowniansheethojabrownianafraccional AT garzonmerchanjohanna fractionalbrowniansheethojabrownianafraccional |