IEEE - Institute of Electrical and Electronics Engineers, Inc. - Some properties of the integrated fractional Brownian motion

2015 20th International Conference on Methods and Models in Automation and Robotics (MMAR)

Author(s): Aneta Morozewicz ; Darya Filatova ; Charles El-Nouty
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 August 2015
Conference Location: Miedzyzdroje, Poland
Conference Date: 24 August 2015
Page(s): 62 - 65
ISBN (CD): 978-1-4799-8700-9
ISBN (Electronic): 978-1-4799-8701-6
DOI: 10.1109/MMAR.2015.7283707
Regular:

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... View More

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