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Some Fractional and Multifractional Gaussian Processes: A Brief Introduction (1406.7500v1)
Published 29 Jun 2014 in math-ph and math.MP
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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