Results 211 to 218 of about 243,967 (218)

On Simulating Fractional Brownian Motion

2000
We discuss how a computer simulation affects the properties of random trajectories, like stationarity or self-similarity, focusing on the Weierstrass-Mandelbrot approximation of the fractional Brownian motion.
Fred J. Molz, Jerzy Szulga
openaire   +2 more sources

On the Maximum of a Fractional Brownian Motion

Theory of Probability & Its Applications, 2000
Let $b_{\gamma}(t)$, $b_{\gamma}(0)=0$ be a fractional Brownian motion, i.e., a Gaussian process with the structural function {\bf E}$|b_{\gamma}(t)-b_{\gamma}(s)|^2=|t-s|^\gamma$, $0 < \gamma < 2$. The logarithmic asymptotics as $T\to\infty$ is found for the probabilities $P_T={\bf P}\{b_{\gamma}(t) < 1,\ -\rho T0$ this asymptotics is independent of~$\
openaire   +2 more sources

Remaining useful life prediction for Lithium-ion batteries using fractional Brownian motion and Fruit-fly Optimization Algorithm

Measurement, 2020
Haiyang Wang, Wanqing Song, E. Zio, A. Kudreyko, Yujin Zhang   +4 more
semanticscholar   +1 more source

Fractional Brownian Motion

Elements of Stochastic Methods, 2021
Gardiner Crispin
semanticscholar   +1 more source

Approximate Controllability for a Class of Non-instantaneous Impulsive Stochastic Fractional Differential Equation Driven by Fractional Brownian Motion

Differential Equations and Dynamical Systems, 2019
Rajesh Dhayal, Muslim Malik, Syed Abbas
semanticscholar   +1 more source

Exact Null Controllability of Sobolev-Type Hilfer Fractional Stochastic Differential Equations with Fractional Brownian Motion and Poisson Jumps

Bulletin of the Iranian Mathematical Society, 2018
H. Ahmed, Jinrong Wang
semanticscholar   +1 more source

Numerical solution of nonlinear stochastic Itô‐Volterra integral equations driven by fractional Brownian motion

, 2018
Farshid Mirzaee, Nasrin Samadyar
semanticscholar   +1 more source

Supremum of the Fractional Brownian Motion

2012
openaire   +2 more sources