Detail Tugas Akhir
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
Berkas Tugas Akhir
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.
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