Please use this identifier to cite or link to this item:
|Title:||A fractional linear system view of the fractional brownian motion|
Batista, A. G.
Fractional Brownian motion
|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.|
|Description:||Nonlinear Dynamics, Vol. 38|
|Appears in Collections:||FCT: DEE - Artigos em revista internacional com arbitragem científica|
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.