Zhi Yuan Huang,Chu Jin Li,Jian Ping Wan,Ying Wu.Fractional Brownian Motion and Sheet as White Noise Functionals[J]. Acta Mathematica Sinica, English Series .2006(4)Zhi;Yuan;Huang;Chu;Jin;Li;Jian;Ping;Wan;Ying;Wu.Fractional Brownian Motion and Sheet as White Noise Functionals.Acta Mathematica...
From above definitions, we known that so-called white noise is formally regard as the derivative of a Brownian motion [W.sub.t](w), i.e. The Motsch-Tadmor model with multiplicative white noises in flocks This was no train - it was loud enough to easily overwhelm the white noise machine...
In 1827, plant biologist Robert Brown discovered what is known as Brownian motion, a class of chaos. Formal derivative of Brownian motion is Gaussian white-noise. In 1938, Norbert Wiener proposed to use the Gaussian white-noise as an input probe to identify a system by a series of orthogonal...
Meyer, Y., Sellan, F., Taqqu, M.S.: Wavelets, generalized white noise and fractional integration: the synthesis of fractional Brownian motion. J. ... M Yudi,YK Chan,S Stewart,... - 《Global Heart》 被引量: 2发表: 2014年 A General Fractional White Noise Theory And Applications To...
These properties make thefractional G-Brownian motion a suitable driven process in mathematical finance.We construct wavelet decomposition of the fGBm by wavelet with compactlysupport. We develop fractional G-white noise theory, define G-It\^o-Wickstochastic integral, establish the fractional G-It\^...
White Noise: Just StaticWhite Noise、White Noise White Noise: ShowerWhite Noise White Noise: MotionWhite Noise、White Noise White Noise: Shift with Binaural BeatsWhite Noise、White Noise White Noise: RainfallWhite Noise、White Noise White Noise: Brownian NoisesWhite Noise、White Noise White Noise: ...
Complex White Noise On the other hand, the infinite dimensional unitary group arises naturally in the study of the probability measure determined on the complex-valued (generalised) function space by complex white noise. This unitary group plays the same ... T Hida - Springer US 被引量: 0...
This monograph presents a framework for infinite dimensional analysis based on white noise. This approach, which has many areas of application is both intuitive and efficient. Among the concepts and structures generalized to an infinite dimensional setting in this book are: spaces of test and general...
Kalman filtering with no a priori information about noise--White noise case: Identification of covariances Kalman filtering in the presence of white process and measurement noises having unknown means and covariances is considered. Only stationary linear discret... Godbole,S. - 《IEEE Transactions on...
The noise-flatness-induced hypersensitive transport of overdamped Brownian particles in a tilted periodic sawtooth potential driven by a multiplicative non... A Rekker,R Mankin,R Tammelo - 《Physica E-low-dimensional Systems & Nanostructures》 被引量: 5发表: 2005年 Directional motion of brownian pa...