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• W3133422059 abstract "To extend several known centered Gaussian processes, we introduce a new centered mixed self-similar Gaussian process called the mixed generalized fractional Brownian motion, which could serve as a good model for a larger class of natural phenomena. This process generalizes both the well known mixed fractional Brownian motion introduced by Cheridito [10] and the generalized fractional Brownian motion introduced by Zili [31]. We study its main stochastic properties, its non-Markovian and non-stationarity characteristics and the conditions under which it is not a semimartingale. We prove the long range dependence properties of this process." @default.
• W3133422059 created "2021-03-01" @default.
• W3133422059 creator A5038899096 @default.
• W3133422059 creator A5056533502 @default.
• W3133422059 date "2021-02-19" @default.
• W3133422059 modified "2023-09-27" @default.
• W3133422059 title "Mixed Generalized Fractional Brownian Motion" @default.
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