• DocumentCode
    3663605
  • 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
  • fYear
    2015
  • Firstpage
    62
  • Lastpage
    65
  • 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"
  • Publisher
    ieee
  • Conference_Titel
    Methods and Models in Automation and Robotics (MMAR), 2015 20th International Conference on
  • Type

    conf

  • DOI
    10.1109/MMAR.2015.7283707
  • Filename
    7283707
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3663605