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A Fractional Linear System View of the Fractional Brownian Motion
| Content Provider | Semantic Scholar |
|---|---|
| Author | Ortigueira, Manuel Duarte Batista, A. Guimaraes |
| Copyright Year | 2004 |
| Abstract | A definition of the fractional Brownian motion based on the fractional differintegrator characteristics is proposed and studied. It is shown that the model enjoys the usually required properties. A discrete-time version based in the backward difference and in the bilinear transformation is considered. Some results are presented. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | https://run.unl.pt/bitstream/10362/2618/1/Ortigueira_2004.pdf |
| Language | English |
| Access Restriction | Open |
| Subject Keyword | Approximation Bilinear filtering Brownian motion EarthBound Finite difference Linear system Mandelbrot set Simulation White noise cell transformation |
| Content Type | Text |
| Resource Type | Article |