Lund University Publications
metadata only
Series Decomposition of fractional Brownian motion and its Lamperti transform
The Lamperti transformation of a self-similar process is a stationary process. In particular, the fractional Brownian motion transforms to the second order stationary Gaussian process. This process is represented as a series of independent processes. The terms of this series are Ornstein-Uhlenbeck p
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Large time behavior of the fractional heat equation associated with the Dunkl Laplacian#1048597
- Fractional Wiener chaos: Part 2. Interface spectral chaos#1061783
- GETD Methods for Time-Space Fractional Diffusion Models#280714
- Techniques for treating non-Gaussian random processes#964210
- Legendre Transformation under Micro Canonical Ensemble#987371
Record · ID 1329579
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive