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- W2600374480 abstract "Abstract A new extension of the sub-fractional Brownian motion, and thus of the Brownian motion, is introduced. It is a linear combination of a finite number of sub-fractional Brownian motions, that we have chosen to call the mixed sub-fractional Brownian motion. In this paper, we study some basic properties of this process, its non-Markovian and non-stationarity characteristics, the conditions under which it is a semimartingale, and the main features of its sample paths. We also show that this process could serve to get a good model of certain phenomena, taking not only the sign (like in the case of the sub-fractional Brownian motion), but also the strength of dependence between the increments of this phenomena into account." @default.
- W2600374480 created "2017-04-07" @default.
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- W2600374480 date "2014-08-20" @default.
- W2600374480 modified "2023-10-18" @default.
- W2600374480 title "Mixed sub-fractional Brownian motion" @default.
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- W2600374480 doi "https://doi.org/10.1515/rose-2014-0017" @default.
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