Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1892506 | Chaos, Solitons & Fractals | 2006 | 9 Pages |
Abstract
The multifractional Brownian motion (mBm) is a continuous Gaussian process that extends the classical fractional Brownian motion (fBm) defined by Barton and Vincent Poor [Barton RJ, Vincent Poor H. IEEE Trans Inform 1988;34(5):943] and Decreusefond and Ãstünel [Decreusefond L, Ãstünel AS. Potential Anal 1999;10:177]. In addition, an innovational representation of fBm is given.
Related Topics
Physical Sciences and Engineering
Physics and Astronomy
Statistical and Nonlinear Physics
Authors
Xiao-Tian Wang, Xiang-Qian Liang, Fu-Yao Ren, Shi-Ying Zhang,