A Fractional Linear System View of the Fractional Brownian Motion
- Citation:
- Ortigueira, MD, Batista AG. 2004. A Fractional Linear System View of the Fractional Brownian Motion, December. Nonlinear Dynamics. 38:295–303., Number 1-4: Springer
Abstract:
A definition of the fractional Brownian motion based on the fractional differintegrator characteristics is proposed and studied. It is shown that the model enjoys the usually required properties. A discrete-time version based in the backward difference and in the bilinear transformation is considered. Some results are presented.
Notes:
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