A White Noise Approach to Mixed Fractional Brownian Motion

Suryawan, Herry Pribawanto (2010) A White Noise Approach to Mixed Fractional Brownian Motion. Jurnal Sains dan Teknologi SIGMA, 13 (2). ISSN 1410-5888

[img] Text
Fullpaper AIP 2020.pdf
Download (1MB)
[img] Text (Hasil Penilaian Similaritas)
Similarity AIP 2020.pdf
Download (2MB)
[img] Text (Korespondensi)
Korespondensi AIP2020.pdf
Download (623kB)

Abstract

This paper gives an overview to the mixed fractional Brownian motion in the white noise analysis framework, in particular how to realize and analyze mixed fractional Brownian motion in the white noise space. An application to the Donsker's delta function is also presented.

Item Type: Article
Subjects: Q Science > QA Mathematics
Divisions: Faculty of Science and Technology > Department of Mathematics
Depositing User: Users 6 not found.
Date Deposited: 14 Jul 2015 03:43
Last Modified: 17 Apr 2023 02:21
URI: http://repository.usd.ac.id/id/eprint/149

Actions (login required)

View Item View Item
USD Repository is powered by EPrints 3 which is developed by the School of Electronics and Computer Science at the University of Southampton. More information and software credits.