Powered by OpenAIRE graph
Found an issue? Give us feedback
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ Modern Stochastics: ...arrow_drop_down
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
Modern Stochastics: Theory and Applications
Article . 2017 . Peer-reviewed
Data sources: Crossref
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
Modern Stochastics: Theory and Applications
Article
License: CC BY
Data sources: UnpayWall
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
arXiv.org e-Print Archive
Preprint . 2017
Data sources: arXiv.org e-Print Archive
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
Modern Stochastics: Theory and Applications
Article . 2017
Data sources: DOAJ
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 2017
Data sources: zbMATH Open
https://dx.doi.org/10.48550/ar...
Article . 2017
License: arXiv Non-Exclusive Distribution
Data sources: Datacite
https://dx.doi.org/10.15559/16...
Other literature type
Data sources: Microsoft Academic Graph
 View all 5 versions
Claim

Generalized fractional Brownian motion

descriptionPublicationkeyboard_double_arrow_right Article , Preprint , Other literature type 16 Jan 2017Embargo end date: 01 Jan 2017 English Publisher:VTeXJournal:Modern Stochastics: Theory and Applications, volume 4, pages 15-24 (issn: 2351-6046, eissn: 2351-6054, Copyright policy )
Authors: Mounir Zili;

doi: 10.15559/16-vmsta71 , 10.48550/arxiv.1704.02103

arXiv: 1704.02103

Generalized fractional Brownian motion

Abstract

We introduce a new Gaussian process, a generalization of both fractional and subfractional Brownian motions, which could serve as a good model for a larger class of natural phenomena. We study its main stochastic properties and some increments characteristics. As an application, we deduce the properties of nonsemimartingality, Hölder continuity, nondifferentiablity, and existence of a local time.

Published at http://dx.doi.org/10.15559/16-VMSTA71 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/)

Related Organizations
Keywords

T57-57.97, Applied mathematics. Quantitative methods, Generalized fractional and subfractional Brownian motion, Probability (math.PR), Fractional processes, including fractional Brownian motion, Stable stochastic processes, stationarity, QA1-939, FOS: Mathematics, Markovity, Mathematics, Mathematics - Probability, generalized fractional and subfractional Brownian motion, semimartingality

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 8
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    		 Top 10%
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    		 Average
Powered by OpenAIRE graph
Found an issue? Give us feedback
selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
8
Top 10%
Average
Average
Green
gold