A fractional linear system view of the fractional brownian motion

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Campo DC	Valor	Idioma
dc.contributor.author	Ortigueira, M.D.	-
dc.contributor.author	Batista, A. G.	-
dc.date.accessioned	2010-02-08T14:03:59Z	-
dc.date.available	2010-02-08T14:03:59Z	-
dc.date.issued	2004-12	-
dc.identifier.issn	0924-090X	-
dc.identifier.uri	http://hdl.handle.net/10362/2618	-
dc.description	Nonlinear Dynamics, Vol. 38	en_US
dc.description.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.	en_US
dc.language.iso	eng	en_US
dc.publisher	Springer Netherlands	en_US
dc.rights	openAccess	en_US
dc.subject	Backward difference	en_US
dc.subject	Bilinear transformation	en_US
dc.subject	Fractional Brownian motion	en_US
dc.subject	Fractional differintegrator	en_US
dc.subject	Hurst parameter	en_US
dc.title	A fractional linear system view of the fractional brownian motion	en_US
dc.type	article	en_US
Aparece nas colecções:	FCT: DEE - Artigos em revista internacional com arbitragem científica

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