A Generalization of Multifractional Brownian Motion

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DC Field	Value	Language
dc.contributor.author	Gupta, N.	-
dc.contributor.author	Kumar, A.	-
dc.contributor.author	Leonenko, N.	-
dc.date.accessioned	2022-06-22T11:44:39Z	-
dc.date.available	2022-06-22T11:44:39Z	-
dc.date.issued	2022-06-22	-
dc.identifier.uri	http://localhost:8080/xmlui/handle/123456789/3512	-
dc.description.abstract	In this article, some properties of multifractional Brownian motion (MFBM) are discussed. It is shown that it has persistence of signs long range dependence (LRD) and persistence of magnitudes LRD properties. A generalization called here nth order multifractional Brownian motion (n-MFBM) that allows to take the functional parameter H(t) values in the range (n − 1, n) is discussed. Two representations of the n-MFBM are given and their relationship with each other is obtained.	en_US
dc.language.iso	en_US	en_US
dc.subject	Harmonizable representation	en_US
dc.subject	Hurst parameter	en_US
dc.subject	Hölder continuity	en_US
dc.subject	Long range dependence	en_US
dc.subject	Multifractional Brownian motion	en_US
dc.title	A Generalization of Multifractional Brownian Motion	en_US
dc.type	Article	en_US
Appears in Collections:	Year-2022

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