THE GENERALIZED BIFRACTIONAL BROWNIAN MOTION - Archive ouverte HAL
Article Dans Une Revue International Journal for Computational Civil and Structural Engineering Année : 2018

THE GENERALIZED BIFRACTIONAL BROWNIAN MOTION

Résumé

To extend several known centered Gaussian processes, we introduce a new centered Gaussian process, named the generalized bifractional Brownian motion. This process depends on several parameters, namely α > 0 , β>0 , 0

Dates et versions

hal-03861847 , version 1 (20-11-2022)

Identifiants

Citer

Charles El-Nouty. THE GENERALIZED BIFRACTIONAL BROWNIAN MOTION. International Journal for Computational Civil and Structural Engineering, 2018, 14 (4), pp.81-89. ⟨10.22337/2587-9618-2018-14-4-81-89⟩. ⟨hal-03861847⟩
15 Consultations
0 Téléchargements

Altmetric

Partager

More