| Literature DB >> 24872598 |
Mark M Meerschaert1, Farzad Sabzikar2.
Abstract
Tempered fractional Brownian motion is obtained when the power law kernel in the moving average representation of a fractional Brownian motion is multiplied by an exponential tempering factor. This paper develops the theory of stochastic integrals for tempered fractional Brownian motion. Along the way, we develop some basic results on tempered fractional calculus.Entities:
Year: 2014 PMID： 24872598 PMCID： PMC4032818 DOI： 10.1016/j.spa.2014.03.002
Source DB: PubMed Journal: Stoch Process Their Appl ISSN： 0304-4149 Impact factor: 1.467