Some fractional and multifractional Gaussian processes: A brief introduction

Autor:	S. C. Lim, C. H. Eab
Rok vydání:	2015
Předmět:	Physics Fractional Brownian motion Stochastic process FOS: Physical sciences Motion (geometry) Mathematical Physics (math-ph) Type (model theory) Multifractional brownian motion symbols.namesake Mathematics::Probability symbols Statistical physics Gaussian process Mathematical Physics
Zdroj:	International Journal of Modern Physics: Conference Series. 36:1560001
ISSN:	2010-1945
DOI:	10.1142/s2010194515600010
Popis:	This paper gives a brief introduction to some important fractional and multifractional Gaussian processes commonly used in modelling natural phenomena and man-made systems. The processes include fractional Brownian motion (both standard and the Riemann-Liouville type), multifractional Brownian motion, fractional and multifrac- tional Ornstein-Uhlenbeck processes, fractional and mutifractional Reisz-Bessel motion. Possible applications of these processes are briefly mentioned. Comment: To be published in International Journal of Modern Physics: Conference Series
Databáze:	OpenAIRE
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