THE GENERALIZED BIFRACTIONAL BROWNIAN MOTION
To extend several known centered Gaussian processes, we introduce a new centered Gaussian process, named the generalized bifractional Brownian motion. This process depends on several parameters, namely α > 0 , β>0 , 0<H<1 and 0<K≤1 . When K=1, we investigate its convexity proper...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Publishing House ASV
2018-12-01
|
| Series: | International Journal for Computational Civil and Structural Engineering |
| Subjects: | |
| Online Access: | http://ijccse.iasv.ru/article/view/169 |
| Summary: | To extend several known centered Gaussian processes, we introduce a new centered Gaussian process, named the generalized bifractional Brownian motion. This process depends on several parameters, namely α > 0 , β>0 , 0<H<1 and 0<K≤1 . When K=1, we investigate its convexity properties. Then, when 2HK≤ 1, we prove that this process is an element of the QHASI class, a class of centered Gaussian processes, which was introduced in 2015
|
|---|---|
| ISSN: | 2587-9618 2588-0195 |