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Issue ESAIM: Proc.
Volume 5, 1998
Fractional Differential Systems: Models, Methods and Applications
Page(s) 43 - 54
DOI http://dx.doi.org/10.1051/proc:1998011

ESAIM: Proc., 1998, Vol. 5, pp. 43-54
DOI: 10.1051/proc:1998011

Distribution processes with stationary fractional increments

Liliane Bel, Georges Oppenheim, Luc Robbiano and Marie-Claude Viano

Laboratoire de Modélisation Stochastique et Statistique, Bât 425, Université de Paris Sud, 91 405 Orsay Cedex, France


Abstract
This paper continues an idea introduced by L. Bel, G. Oppenheim, L. Robbiano and M.-C. Viano. We define a linear Gaussian distribution process with stationary k-order increments and study several properties of this process, which depend on a specific family of distributions. For k=1, we study the cases in which these distributions are fractional.



© EDP Sciences, ESAIM 1998


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