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Homogenization driven by a fractional Brownian motion:the shear layer case
Homogenization driven fractional Brownian motion shear layer case
2015/7/14
We consider a passive scalar in a periodic shear flow perturbed by an additive fractional noise with the Hurst exponent H ∈ (0, 1). We establish a diffusive homogenization limit for the tracer when th...
Further remarks on mixed fractional Brownian motion
Fractional Brownian Motion Fractional Calculus
2010/9/15
We study linear combinations of independent fractional Brownian motions and generalize several recent results from [10] and [17]. As a first new result we calculate explicitly the Hausdorff dimension ...
On the fractional mixed fractional Brownian motion
Fractional mixed fractional Brownian motion α-differentiability
2010/9/13
In this paper, we present some stochastic properties and characteristics of the fractional mixed fractional Brownian motion, and we study the α-differentiability of its sample paths.