MODELS FOR FRACTIONAL RIESZ-BESSEL MOTION AND RELATED PROCESSES-Reference-Cited by-同舟云学术

MODELS FOR FRACTIONAL RIESZ-BESSEL MOTION AND RELATED PROCESSES

Published:2001-09 Issue:03 Volume:09 Page:329-346
ISSN:0218-348X
Container-title:Fractals
language:en
Short-container-title:Fractals

Author:

ANH V. V.¹,LEONENKO N. N.²³,MCVINISH R.¹

Affiliation:

1. Centre in Statistical Science and Industrial Mathematics, Queensland University of Technology, GPO Box 2434, Brisbane QLD 4001, Australia

2. Department of Mathematics, Kyiv University (National), Volodimirska, 64, 252601 Kyiv, Ukraine

3. School of Mathematics, Cardiff University, Senghennydd Road, Cardiff CF2 4YH, UK

Abstract

This paper presents some stationary and stationary increment models for fractional Riesz-Bessel motion which permits the study of the effects of long-range dependence and second-order intermittency simultaneously. These effects are important features of data in finance and turbulence.

Publisher

World Scientific Pub Co Pte Lt

Subject

Applied Mathematics,Geometry and Topology,Modelling and Simulation

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0218348X01000683

Reference35 articles.

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