Weyl and Riemann–Liouville multifractional Ornstein–Uhlenbeck processes

Weyl and Riemann–Liouville multifractional Ornstein–Uhlenbeck processes

This paper considers two new multifractional stochastic processes, namely the Weyl multifractional Ornstein-Uhlenbeck process and the Riemann Liouville multifractional Ornstein-Uhlenbeck process. Basic properties of these processes such as locally self-similar property and Hausdorff dimension are st...

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Bibliographic Details
Main Authors: Lim, S C, Teo, L P
Format: Article
Published: IOP PUBLISHING LTD 2007
Subjects:
T Technology (General)
QC Physics
Online Access:http://shdl.mmu.edu.my/3045/

Internet

http://shdl.mmu.edu.my/3045/

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