Generalized Mixed Fractional Brownian Motion as a Generalized White Noise Functional

  • Herry Pribawanto Suryawan
  • Published 2011

Abstract

In this paper we study the generalized mixed fractional Brownian motion in the white noise analysis framework, in particular how to realize and analyze generalized mixed fractional Brownian motion in the white noise space. Explicit expressions for the S-transform of the generalized mixed fractional Brownian motion and for its distributional derivative are… (More)

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