Volume 5, 1998Fractional Differential Systems: Models, Methods and Applications
|Page(s)||43 - 54|
|Published online||15 August 2002|
Distribution processes with stationary fractional increments
Laboratoire de Modélisation Stochastique et Statistique, Bât 425, Université de Paris Sud, 91 405 Orsay Cedex, France
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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