<oai_dc:dc xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:creator>Thäle, Christoph</dc:creator>
  <dc:date>2009</dc:date>
  <dc:description xmlns:ns0="xml" ns0:lang="en">We study linear combinations of independent fractional Brownian motions and generalize several recent results from [10] and [17]. As a first new result we calculate explicitly the Hausdorff dimension of the sample paths of such processes. Moreover we compare different notions of fractional differentiability and calculate as a second new result explicitly the Cesáro fractional derivative of the critical oder. Moreover we consider the more interesting absolute Cesáro fractional derivative and calculate its value explicitly.</dc:description>
  <dc:format>application/pdf</dc:format>
  <dc:identifier>https://folia.unifr.ch/global/documents/301263</dc:identifier>
  <dc:identifier>https://folia.unifr.ch/documents/301263/files/thale_fbm.pdf</dc:identifier>
  <dc:language>eng</dc:language>
  <dc:relation>http://www.m-hikari.com/ams/ams-password-2009/ams-password37-40-2009/thaleAMS37-40-2009.pdf</dc:relation>
  <dc:rights>info:eu-repo/semantics/openAccess</dc:rights>
  <dc:rights>License undefined</dc:rights>
  <dc:source>Applied Mathematical Sciences. - 2009, vol. 38, p. 1885-1901</dc:source>
  <dc:subject>info:eu-repo/classification/udc/51</dc:subject>
  <dc:title xmlns:ns1="xml" ns1:lang="en">Further remarks on mixed fractional Brownian motion</dc:title>
  <dc:type>http://purl.org/coar/resource_type/c_6501</dc:type>
</oai_dc:dc>
