On some possible generalizations of fractional Brownian motion.
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Publication:1569539
DOI10.1016/S0375-9601(00)00034-7zbMath1068.82518OpenAlexW1984659369MaRDI QIDQ1569539
Publication date: 3 July 2000
Published in: Physics Letters. A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0375-9601(00)00034-7
Gaussian processesmultifractional Brownian motionlarge time asymptoticHurst exponentmoving average representationRiemann-Liouville fractional integralharmonizable representation
Other physical applications of random processes (60K40) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)
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