Browsing Year-2017 by Author "Gajda, J."

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Generalized fractional Laplace motion

Gajda, J.; Wyłomańska, A.; Kumar, A. (2017-05-09)

In this paper, a new stochastic process called generalized fractional Laplace motion (GFLM) is introduced. This process is obtained by superposition of nnth-order fractional Brownian motion (nn-FBM) as outer process and ...
Stable Lévy motion with inverse Gaussian subordinator

Kumar, A.; Wyłomańska, A.; Gajda, J. (2017-05-23)

In this paper we study the stable Lévy motion subordinated by the so-called inverse Gaussian process. This process extends the well known normal inverse Gaussian (NIG) process introduced by Barndorff-Nielsen, which arises ...

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