Geodesic
Distribution processes with stationary fractional increments
Liliane Bel1 ; Georges Oppenheim1 ; Luc Robbiano1 ; Marie-Claude Viano1
1 Laboratoire de Modélisation Stochastique et Statistique, Bât 425, Université de Paris Sud, 91 405 Orsay Cedex, France
ESAIM. Proceedings, Tome 5 (1998), pp. 43-54.

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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.
DOI : 10.1051/proc:1998011

Liliane Bel 1 ; Georges Oppenheim 1 ; Luc Robbiano 1 ; Marie-Claude Viano 1

1 Laboratoire de Modélisation Stochastique et Statistique, Bât 425, Université de Paris Sud, 91 405 Orsay Cedex, France 
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     title = {Distribution processes with stationary fractional increments},
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     url = {http://geodesic.mathdoc.fr/articles/10.1051/proc:1998011/}
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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. http://geodesic.mathdoc.fr/articles/10.1051/proc:1998011/

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