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On the long-range dependence of fractional Brownian motion

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Publication:474203
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zbMath1299.60058MaRDI QIDQ474203

Ming Li

Publication date: 24 November 2014

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)



Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22)


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Fault classification via energy based features of two-dimensional image data, Fractional Brownian motion: difference iterative forecasting models, The \(\mathcal S\)-transform of sub-fBm and an application to a class of linear subfractional BSDEs



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