Further remarks on mixed fractional Brownian motion
- Thäle, Christoph Département de Mathématiques, Université de Fribourg, Switzerland
-
2009
Published in:
- Applied Mathematical Sciences. - 2009, vol. 38, p. 1885-1901
English
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.
- Faculty
- Faculté des sciences et de médecine
- Department
- Département de Mathématiques
- Language
-
- English
- Classification
- Mathematics
- Other electronic version
- License
- License undefined
- Identifiers
-
- RERO DOC 13024
- Persistent URL
- https://folia.unifr.ch/unifr/documents/301263
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