Mixed fractional Brownian motion: a spectral take
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Publication:2011263
DOI10.1016/j.jmaa.2019.123558zbMath1425.60038arXiv1808.01789OpenAlexW2977363570WikidataQ127191779 ScholiaQ127191779MaRDI QIDQ2011263
Publication date: 28 November 2019
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1808.01789
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65)
Related Items (6)
Linear Filtering with Fractional Noises: Large Time and Small Noise Asymptotics ⋮ Small deviations for mixed fractional Brownian motion with trend and with Hurst index H>1/2 ⋮ On the eigenproblem for Gaussian bridges ⋮ \( L_2\)-small ball asymptotics for Gaussian random functions: a survey ⋮ Sharp asymptotics in a fractional Sturm-Liouville problem ⋮ Spectral asymptotics for a class of integro-differential equations arising in the theory of fractional Gaussian processes
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