THE GENERALIZED BIFRACTIONAL BROWNIAN MOTION
Journal Title: International Journal for Computational Civil and Structural Engineering - Year 2018, Vol 14, Issue 4
Abstract
To extend several known centered Gaussian processes, we introduce a new centered Gaussian process, named the generalized bifractional Brownian motion. This process depends on several parameters, namely α > 0 , β>0 , 0<H<1 and 0<K≤1 . When K=1, we investigate its convexity properties. Then, when 2HK≤ 1, we prove that this process is an element of the QHASI class, a class of centered Gaussian processes, which was introduced in 2015
Authors and Affiliations
Charles El-Nouty
Keywords
Related Articles
- EP ID EP576573
- DOI 10.22337/2587-9618-2018-14-4-81-89
- Views 74
- Downloads 0
CONSTRUCTION OF DEFORMATION DIAGRAMS OF CONCRETE UNDER SHEAR BASED ON THE AUTHOR'S THEORY OF ANISOTROPIC MATERIALS POWER RESISTANCE TO COMPRESSION AND DEFORMATION THEORY OF PLASTICITY
The Aim of this work was the construction of a concrete deformation diagrams under shear on the basis of two approaches: the theory of anisotropic materials force resistance in compression and deformation theory of plast...
THE STUDY OF COMPLEX STRESS STATES OF ELEMENTS FILLING THE CELLS BETWEEN THE RIBS OF WOODEN LARGE-SPAN DOMES
The article is devoted to the research of complex stress states of anisotropic materials under long-term loads. The article considers the design of criteria for short-term and long-term strengths proposed by G.A. Geniev...
ABOUT SOLUTION OF MULTIPOINT BOUNDARY PROBLEMS OF TWO-DIMENSIONAL STRUCTURAL ANALYSIS WITH THE USE OF COMBINED APPLICATION OF FINITE ELEMENT METHOD AND DISCRETE-CONTINUAL FINITE ELEMENT METHOD PART 2: SPECIAL ASPECTS OF FINITE ELEMENT APPROXIMATION
As is well known, the formulation of a multipoint boundary problem involves three main components: a description of the domain occupied by the structure and the corresponding subdomains; description of the conditions ins...
THE MODIFIED MOHR – COULOMB AND DRUCKER – PRAGER MODELS. INFLUENCE OF ECCENTRICITY ON HYSTERESIS LOOP AND ENERGY LOSS
The eccentricity parameters appearing in the modified Mohr-Coulomb and Drucker-Prager models are studied. The influence of the eccentricity on shape and size of the hysteretic loop and plastic dissipation energy are anal...
ИСПОЛЬЗОВАНИЕ КРИТЕРИЯ МИНИМАЛЬНОМ МАТЕРИАЛОЕМКОСТИ СТЕРЖНЕЙ ПРИ ОГРАНИЧЕНИЯХ ПО УСТОЙЧИВОСТИ ДЛЯ СЛУЧАЯ КРАТНОЙ КРИТИЧЕСКОЙ НАГРУЗКИ
Как известно, для оценки полученного решения некоторых задач оптимизации сформулированы специальные критерии. В частности, сформулирован критерий, позволяющий оценить для прямолинейных стержней при определенных типах поп...