Results 31 to 40 of about 243,967 (218)

ON THE QHASI CLASS AND ITS EXTENSION TO SOME GAUSSIAN SHEETS

International Journal for Computational Civil and Structural Engineering, 2022
Introduced in 2018 the generalized bifractional Brownian motion is considered as an element of the quasi-helix with approximately stationary increment class of real centered Gaussian processes conditioning by parameters.
Charles El-Nouty, Darya Filatova
doaj   +1 more source

Impact of Multiplicative Noise on the Exact Solutions of the Fractional-Stochastic Boussinesq-Burger System

Journal of Mathematics, 2022
In this paper, we consider the fractional-stochastic Boussinesq-Burger system (FSBBS) generated by the multiplicative Brownian motion. The Jacobi elliptic function techniques are used to create creative elliptic, hyperbolic, and rational fractional ...
Wael W. Mohammed, Farah M. Al-Askar, M. El-Morshedy   +2 more
doaj   +1 more source

Cluster Analysis on Locally Asymptotically Self-Similar Processes with Known Number of Clusters

Fractal and Fractional, 2022
We conduct cluster analysis of a class of locally asymptotically self-similar stochastic processes with finite covariance structures, which includes Brownian motion, fractional Brownian motion, and multifractional Brownian motion as paradigmatic examples.
Nan Rao, Qidi Peng, Ran Zhao
doaj   +1 more source

On the Integral of the Fractional Brownian Motion and Some Pseudo-Fractional Gaussian Processes

Mathematics, 2019
We investigate the main statistical parameters of the integral over time of the fractional Brownian motion and of a kind of pseudo-fractional Gaussian process, obtained as a classical Gauss−Markov process from Doob representation by replacing ...
Mario Abundo, Enrica Pirozzi
doaj   +1 more source

Almost Periodic Solutions to Impulsive Stochastic Delay Differential Equations Driven by Fractional Brownian Motion With 12 < H < 1

Frontiers in Physics, 2021
In this article, we study the existence and uniqueness of square-mean piecewise almost periodic solutions to a class of impulsive stochastic functional differential equations driven by fractional Brownian motion.
Lili Gao, Xichao Sun
doaj   +1 more source

Remarks on the fractional Brownian motion [PDF]

, 2009
We study the fBm by use of convolution of the standard white noise with a certain distribution. This brings some simplifications and new results.
Feyel, Denis, de La Pradelle, Arnaud
openaire   +3 more sources

Least squares type estimations for discretely observed nonergodic Gaussian Ornstein-Uhlenbeck processes of the second kind

AIMS Mathematics, 2022
We consider the nonergodic Gaussian Ornstein-Uhlenbeck processes of the second kind defined by $ dX_t = \theta X_tdt+dY_t^{(1)}, t\geq 0, X_0 = 0 $ with an unknown parameter $ \theta > 0, $ where $ dY_t^{(1)} = e^{-t}dG_{a_{t}} $ and $ \{G_t, t\geq 0\}
Huantian Xie, Nenghui Kuang
doaj   +1 more source

The Multiparameter Fractional Brownian Motion [PDF]

, 2007
9 ...
Erick Herbin, Ely Merzbach
openaire   +4 more sources

Nonlocal fuzzy fractional stochastic evolution equations with fractional Brownian motion of order (1,2)

AIMS Mathematics, 2022
In this manuscript, we formulate the system of fuzzy stochastic fractional evolution equations (FSFEEs) driven by fractional Brownian motion. We find the results about the existence-uniqueness of the formulated system by using the Lipschitizian ...
Kinda Abuasbeh, Ramsha Shafqat, Azmat Ullah Khan Niazi, Muath Awadalla   +3 more
doaj   +1 more source

Path Properties of a Generalized Fractional Brownian Motion [PDF]

Journal of theoretical probability, 2020
The generalized fractional Brownian motion is a Gaussian self-similar process whose increments are not necessarily stationary. It appears in applications as the scaling limit of a shot noise process with a power-law shape function and non-stationary ...
Tomoyuki Ichiba, G. Pang, M. Taqqu
semanticscholar   +1 more source