| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5129626 | Statistics & Probability Letters | 2018 | 11 Pages |
Abstract
Meerschaert and Sabzikar (2013, 2016) introduced tempered fractional Brownian/stable motion (TFBM/TFSM) by including an exponential tempering factor in the moving average representation of FBM/FSM. The present paper discusses another tempered version of FBM/FSM, termed tempered fractional Brownian/stable motion of second kind (TFBM II/TFSM II). We prove that TFBM/TFSM and TFBM II/TFSM II are different processes. Particularly, large time properties of TFBM II/TFSM II are similar to those of FBM/FSM and are in deep contrast to large time properties of TFBM/TFSM.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Farzad Sabzikar, Donatas Surgailis,