Whitening filter and innovations representation of self-similar process.
type: Item
instance of: scholarly article
title: Whitening filter and innovations representation of self-similar process.
zbMATH Open document ID: 1041.60040
DOI: 10.1016/S0960-0779(02)00041-3
author: Xiao-Tian Wang
author: Fuyao Ren
author: Weiyuan Qiu
published in: Chaos, Solitons and Fractals
publication date: 2004-01-14T00:00:00Z
review text: Different representations of fractional Brownian motion are proposed as \(B^H_t= \int K^H(t,s)\,dB_s\) with different kernels \(K^H\) and a standard Brownian motion \(B\). Reciprocally, \(B\) is written as an integral with respect to Liouville fractional Brownian motion \(B^H_0\) depending on \(H\in ]0,{1\over 2}[\) or \(H\in ]{1\over 2},1[\).
Mathematics Subject Classification ID: 60G18
Mathematics Subject Classification ID: 60G10
zbMATH DE Number: 2026944
zbMATH Keywords: fractional Brownian motion
reviewed by: Monique Pontier
MaRDI profile type: Publication
cites work: Fractional Brownian Motions, Fractional Noises and Applications
cites work: Arbitrage with Fractional Brownian Motion
cites work: FRACTAL MODEL OF BLOOD VESSEL SYSTEM
cites work: Q4023063
cites work: Modelling and analysis of fractional Brownian motions
cites work: Large deviations and overflow probabilities for the general single-server queue, with applications
cites work: Asymptotic properties of the fractional Brownian motion of Riemann-Liouville type
cites work: Stochastic analysis of the fractional Brownian motion
cites work: Linear estimation of self-similar processes via Lamperti's transformation
cites work: Q4165953
cites work: Q3141895
cites work: Q5776300
full work available at URL: s0960-0779(02)00041-3
OpenAlex ID: W1978085051
Recommended article: Whitening filter and innovational representation of fractional Brownian motion
Recommended article: Optimal Whitening and Decorrelation
Recommended article: Computer Vision - ECCV 2004
Recommended article: Q3176751
Recommended article: Q4551325
Recommended article: A diffusion filtering method for image processing
Recommended article: Self-Similarity Driven Color Demosaicking
Recommended article: Residual whiteness principle for parameter-free image restoration
Recommended article: New framework for automatic white balancing of digital camera images
description: scientific article; zbMATH DE number 2026944