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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.
Evidence of fractional-Brownian-motion-type asperity model for earthquake generation in candidate pre-seismic electromagnetic emissions
fractional-Brownian-motion-type asperity model earthquake generation candidate pre-seismic electromagnetic emissions
2009/12/30
Many aspects of earthquake generation still escape our full understanding. Observations of electromagnetic emissions preceding significant earthquakes provide one of the few cases of premonitory event...
Dimensional Properties of Fractional Brownian Motion
fractional Brownian motion Hausdorff dimension uniform dimension results strong local nondeterminism
2007/12/11
Let $B^\a = \{B^{\alpha}(t), t \in {\mathbb R}^N\}$ be an $(N,d)$-fractional Brownian motion with Hurst index ${\alpha} \in (0,1)$. By applying the strong local nondeterminism of $B^{\alpha}$, we prov...
Identification of the multiscale fractional Brownian motion with biomechanical applications
Biomechanics Detection of change Goodness-of-fit test Fractional Brownian motion Semi-parametric estimation Wavelet analysis
2010/4/26
In certain applications, for instance biomechanics, turbulence, finance, or Internet traffic, it seems suitable to model the data by a generalization of a fractional Brownian motion for which the Hurs...