Zobrazeno 1 - 3
of 3
pro vyhledávání: '"O. I. Vasylyk"'
Autor:
O. I. Vasylyk, I. I. Lovytska
Publikováno v:
Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics. :11-19
In the paper, we consider the problem of simulation of a strictly φ-sub-Gaussian generalized fractional Brownian motion. Simulation of random processes and fields is used in many areas of natural and social sciences. A special place is occupied by m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3541b8584dadb3728ca2b4deff29c201
https://doi.org/10.17721/1812-5409.2021/1.1
https://doi.org/10.17721/1812-5409.2021/1.1
Estimation of probability of exceeding a curve by a strictly φ-sub-Gaussian quasi shot noise process
Publikováno v:
Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics. :49-56
In this paper, we continue to study the properties of a separable strictly φ-sub-Gaussian quasi shot noise process $X(t) = \int_{-\infty}^{+\infty} g(t,u) d\xi(u), t\in\R$, generated by the response function g and the strictly φ-sub-Gaussian proces
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d073eaced2a248ceff336f1f04de0519
https://doi.org/10.17721/1812-5409.2020/3.5
https://doi.org/10.17721/1812-5409.2020/3.5
Publikováno v:
Random Operators and Stochastic Equations. 14:209-232
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::25355afef73d41171df33f298935e5d6
https://doi.org/10.1163/156939706778239837
https://doi.org/10.1163/156939706778239837