Browsing Mathematics, Statistics, and Physics by Subject "Bifractional Brownian motion"
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Multifractional vector Brownian motions, their decompositions, and generalizations
(Taylor & Francis Group, 2015-05-04)This article introduces three types of covariance matrix structures for Gaussian or elliptically contoured vector random fields in space and/or time, which include fractional, bifractional, and trifractional vector Brownian ... -
The Schoenberg-Levy kernel and relationships among fractional Brownian motion, bifractional Brownian motion, and others
(Society for Industrial and Applied Mathematics, 2013)Starting with a discussion about the relationship between the fractional Brownian motion and the bifractional Brownian motion on the real line, we find that a fractional Brownian motion can be decomposed as an independent ...