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dc.contributor.authorKumar, A.-
dc.contributor.authorGajda, J.-
dc.contributor.authorWyłomanska, A.-
dc.contributor.authorPołoczanski, R.-
dc.date.accessioned2018-12-29T11:46:17Z-
dc.date.available2018-12-29T11:46:17Z-
dc.date.issued2018-12-29-
dc.identifier.urihttp://localhost:8080/xmlui/handle/123456789/1135-
dc.description.abstractIn recent years subordinated processes have been widely considered in the literature. These processes not only have wide applications but also have interesting theoretical properties. In this paper we consider fractional Brownian motion (FBM) time-changed by two processes, tempered stable and inverse tempered stable. We present main properties of the subordinated FBM such as long range dependence and associated fractional partial differential equations for the probability density functions. Moreover, we present how to simulate both subordinated processes.en_US
dc.language.isoen_USen_US
dc.subjectSubordinationen_US
dc.subjectTempered stable processen_US
dc.subjectInverse tempered stable processen_US
dc.subjectFractional Brownian motion ·en_US
dc.subjectSimulationen_US
dc.titleFractional brownian motion delayed by tempered and inverse tempered stable subordinatorsen_US
dc.typeArticleen_US
Appears in Collections:Year-2018

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