Comment on ``A computational technique to classify several fractional Brownian motion processes

DOI10.1016/j.chaos.2022.112377zbMath1504.60060OpenAlexW4283773735MaRDI QIDQ2112967

Bichen Wang, Yulei Hou

Publication date: 12 January 2023

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2022.112377

zbMATH Keywords

fractional Brownian motioncovariance function

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Fractional derivatives and integrals (26A33) Self-similar stochastic processes (60G18)

Cites Work

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• Transformation formulas for fractional Brownian motion
• Asymptotic properties of the fractional Brownian motion of Riemann-Liouville type
• A computational technique to classify several fractional Brownian motion processes
• Fractional Brownian Motions, Fractional Noises and Applications

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