ОБОБЩЕННОЕ БИФРАКТАЛЬНОЕ БРОУНОВСКОЕ ДВИЖЕНИЕ
Journal Title: International Journal for Computational Civil and Structural Engineering - Year 2018, Vol 14, Issue 4
Abstract
Расширение нескольких центрированных гауссовский процессов требует введения нового процесса, названного бифрактальным броуновским движением. Этот процесс зависит от нескольких параметров, а именно: α > 0 , β>0 , 0<H<1 и 0<K≤1 . Для случая, когда параметр K=1, исследуется свойство выпуклости. Для случая, когда 2HK≤ 1, доказывается принадлежность этого процесса к квази-классу (обладанием квази-канонической кривой постоянного склона), и к классу центральных гауссовских процессов
Authors and Affiliations
Charles El-Nouty
Keywords
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- EP ID EP576574
- DOI 10.22337/2587-9618-2018-14-4-81-89
- Views 53
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