Title :
Some properties of the integrated fractional Brownian motion
Author :
Aneta Morozewicz;Darya Filatova;Charles El-Nouty
Author_Institution :
Computer Science Department, Institute of Psychology and Pedagogy, Jan Kochanowski University, ul. Krakowska 11, 25-029 Kielce, Polska
Abstract :
The presented paper investigates the small ball behavior of the integrated fractional Brownian motion. Taking into account the definitions of the Levy classes (the lower-lower class and lower-upper class) some properties of the integrated fractional Brownian motion are presented by the theorems. To prove these theorems several technical lemmas were established.
Keywords :
"Brownian motion","Electronic mail","Indexes","Computer science","Psychology","Trajectory","Biology"
Conference_Titel :
Methods and Models in Automation and Robotics (MMAR), 2015 20th International Conference on
DOI :
10.1109/MMAR.2015.7283707
