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http://hdl.handle.net/10362/2618| Title: | A fractional linear system view of the fractional brownian motion |
| Author: | Ortigueira, M.D. Batista, A. G. |
| Keywords: | Backward difference Bilinear transformation Fractional Brownian motion Fractional differintegrator Hurst parameter |
| Issue Date: | Dec-2004 |
| Publisher: | Springer Netherlands |
| 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 |
| URI: | http://hdl.handle.net/10362/2618 |
| ISSN: | 0924-090X |
| Appears in Collections: | FCT: DEE - Artigos em revista internacional com arbitragem científica |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Ortigueira_2004.pdf | 85,9 kB | Adobe PDF | View/Open |
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