Whitening filter and innovational representation of fractional Brownian motion

DOI10.1016/J.CHAOS.2007.07.092zbMath1197.60042OpenAlexW2016478501MaRDI QIDQ712152

D. Kharzeev

Publication date: 28 October 2010

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

Full work available at URL: https://doi.org/10.1016/j.chaos.2007.07.092

Mathematics Subject Classification ID

Gaussian processes (60G15) Measures of association (correlation, canonical correlation, etc.) (62H20) Fractional processes, including fractional Brownian motion (60G22) Financial applications of other theories (91G80) Self-similar stochastic processes (60G18) Fractional ordinary differential equations (34A08)

Cites Work

• Unnamed Item
• Scale relativity and fractal space-time: applications to quantum physics, cosmology and chaotic systems.
• Bilinear stochastic systems with fractional Brownian motion input
• From classical mechanics to unitary propagation without quantization.
• Whitening filter and innovations representation of self-similar process.
• The new cosmos
• The VAK of vacuum fluctuation: Spontaneous self-organization and complexity theory interpretation of high energy particle physics and the mass spectrum
• A review of \(E\) infinity theory and the mass spectrum of high energy particle physics
• Waveguiding and mirroring effects in stochastic self-similar and Cantorian \({\mathcal E}^{(\infty)}\) universe
• Determining the number of Higgs particles starting from general relativity and various other field theories
• The two-slit experiment as the foundation of E-infinity of high energy physics
• Arbitrage with Fractional Brownian Motion
• FRACTAL MODEL OF BLOOD VESSEL SYSTEM
• Fractional Brownian Motions, Fractional Noises and Applications

This page was built for publication: Whitening filter and innovational representation of fractional Brownian motion