Some Fractional and Multifractional Gaussian Processes: A Brief Introduction
Mathematical Physics
2014-07-01 v1 math.MP
Abstract
This paper gives a brief introduction to some important fractional and multifractional Gaussian processes commonly used in modelling natural phenomena and man-made systems. The processes include fractional Brownian motion (both standard and the Riemann-Liouville type), multifractional Brownian motion, fractional and multifrac- tional Ornstein-Uhlenbeck processes, fractional and mutifractional Reisz-Bessel motion. Possible applications of these processes are briefly mentioned.
Cite
@article{arxiv.1406.7500,
title = {Some Fractional and Multifractional Gaussian Processes: A Brief Introduction},
author = {S. C. Lim and C. H. Eab},
journal= {arXiv preprint arXiv:1406.7500},
year = {2014}
}
Comments
To be published in International Journal of Modern Physics: Conference Series