Sentence examples for extensions of fBm from inspiring English sources

Therefore, it seems interesting to study some extensions of fBm.

The bi-fractional Brownian motion (B^{H,K}) with indices (Hin (0,1)) and (Kin 0,1]) is an extension of fBm with Hurst index (Hin 0,1)), which was first introduced by Houdré and Villa [10].

There are two possible multidimensional parameter extensions of the fBm.

Therefore, the wfBm is an extension of the fBm.

The power law scaling of fBm shear dispersion was correctly identified.

DSBM was replaced by 12, 24 and 36% of FBM (diets 1, 2 and 3, respectively).

Until 1968, Mandelbrot and Van Ness [2] provided the stochastic integral representation of fBm in terms of a standard Brownian motion, the name fBm was then introduced.

Due to the ubiquity of 1/fα noise in science and engineering, in this Letter we study the prototypical stochastic model for 1/fα processes the fractional Brownian motion (fBm) processes using PCA, and find that the eigenvalues from PCA of fBm processes follow a power-law, with the exponent being the key parameter defining the fBm processes.

On the other hand, in order to make some better applications of fBm in finance, many authors have proposed to use the mixed-fBm as stochastic models.

The sub-fBm has properties analogous to those of fBm (self-similarity, long-range dependence, Hölder paths), but it does not have stationary increments.

The apparent digestibility of dry matter and protein decreased with increasing levels of FBM from 30%to45%5% in diet.