Tempered fractional Brownian motion

descriptionPublicationkeyboard_double_arrow_right Article 01 Oct 2013 English Publisher:Elsevier BVJournal:Statistics & Probability Letters, volume 83, pages 2,269-2,275 (issn: 0167-7152,

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Authors: Meerschaert, Mark M.; Sabzikar, Farzad;

doi: 10.1016/j.spl.2013.06.016

Tempered fractional Brownian motion

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Abstract

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Related Organizations

Michigan State University
United States

Keywords

Fractional processes, including fractional Brownian motion, Sample path properties, Davenport spectrum, Gaussian process, spectral representation, moving average, stationary increments

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