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arXiv · 1406.7500

Some Fractional and Multifractional Gaussian Processes: A Brief Introduction

S. C. Lim·C. H. Eab
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Abstract

This paper gives a brief introduction to some important fractional and multifractional Gaussian processes commonly used in modelling natural phenomena and man-made systems. The processes include fractional Brownian motion (both standard and the Riemann-Liouville type), multifractional Brownian motion, fractional and multifrac- tional Ornstein-Uhlenbeck processes, fractional and mutifractional Reisz-Bessel motion. Possible applications of these processes are briefly mentioned.

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S. C. Lim, C. H. Eab. 2014-06-29. Some Fractional and Multifractional Gaussian Processes: A Brief Introduction. https://arxiv.org/abs/1406.7500

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