A Poisson bridge between fractional Brownian motion and stable Lévy motion-Reference-Cited by-同舟云学术

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A Poisson bridge between fractional Brownian motion and stable Lévy motion

Published:2006-03 Issue:3 Volume:116 Page:447-462
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Gaigalas Raimundas

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference21 articles.

1. Identification and properties of real harmonizable fractional Lévy motions;Benassi;Bernoulli,2002

2. On roughness indices for fractional fields;Benassi;Bernoulli,2004

3. Elliptic Gaussian random processes;Benassi;Rev. Mat. Iberoamericana,1997

4. A Course in Probability Theory;Chung,1974

5. Alternative micropulses and fractional Brownian motion;Cioczek-Georges;Stochastic Process. Appl.,1996

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