کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156732 958862 2012 21 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Particle picture interpretation of some Gaussian processes related to fractional Brownian motion
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Particle picture interpretation of some Gaussian processes related to fractional Brownian motion
چکیده انگلیسی

We construct fractional Brownian motion, sub-fractional Brownian motion and negative sub-fractional Brownian motion by means of limiting procedures applied to some particle systems. These processes are obtained for full ranges of Hurst parameter.We employ the so-called white noise approach. Our construction is quite general, permitting to obtain also some other Gaussian processes, as well as multidimensional random fields. In particular, we generalize and presumably simplify some results by Hambly and Jones (2007). We also obtain a new class of S′S′-valued density processes, containing as a particular case the density process of Martin-Löf (1976).

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 122, Issue 5, May 2012, Pages 2134–2154
نویسندگان
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