Distribution processes with stationary fractional increments
ESAIM. Proceedings, Tome 5 (1998), pp. 43-54
Cet article a éte moissonné depuis la source EDP Sciences
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.
Affiliations des auteurs :
Liliane Bel 1 ; Georges Oppenheim 1 ; Luc Robbiano 1 ; Marie-Claude Viano 1
@article{EP_1998_5_a3,
author = {Liliane Bel and Georges Oppenheim and Luc Robbiano and Marie-Claude Viano},
title = {Distribution processes with stationary fractional increments},
journal = {ESAIM. Proceedings},
pages = {43--54},
year = {1998},
volume = {5},
doi = {10.1051/proc:1998011},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.1051/proc:1998011/}
}
TY - JOUR AU - Liliane Bel AU - Georges Oppenheim AU - Luc Robbiano AU - Marie-Claude Viano TI - Distribution processes with stationary fractional increments JO - ESAIM. Proceedings PY - 1998 SP - 43 EP - 54 VL - 5 UR - http://geodesic.mathdoc.fr/articles/10.1051/proc:1998011/ DO - 10.1051/proc:1998011 LA - en ID - EP_1998_5_a3 ER -
%0 Journal Article %A Liliane Bel %A Georges Oppenheim %A Luc Robbiano %A Marie-Claude Viano %T Distribution processes with stationary fractional increments %J ESAIM. Proceedings %D 1998 %P 43-54 %V 5 %U http://geodesic.mathdoc.fr/articles/10.1051/proc:1998011/ %R 10.1051/proc:1998011 %G en %F EP_1998_5_a3
Liliane Bel; Georges Oppenheim; Luc Robbiano; Marie-Claude Viano. Distribution processes with stationary fractional increments. ESAIM. Proceedings, Tome 5 (1998), pp. 43-54. doi: 10.1051/proc:1998011
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