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 65
- Downloads 0
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