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作 者:Xiaolin YUAN Yongguang YU Wei SU Guojian REN
机构地区:[1]School of Mathematics and Statistics,Beijing Jiaotong University,Beijing 100044,China
出 处:《Science China(Information Sciences)》2024年第11期357-358,共2页中国科学(信息科学)(英文版)
基 金:supported by the National Key R&D Program of China(Grant No.2023YFC2605604);the National Natural Science Foundation of China(Grant Nos.62173027,72072009)。
摘 要:In the 1940s,the stochastic process with long memory was first proposed by Kolmogorov.Then,Mandelbrot et al.[1]named it fractional Brownian motion(FBM)and studied its properties.The nonlocality,non-Markov property,and long-memory property of FBM allow for a better description of the complex dynamic behavior observed in the real world.In recent decades,the rapid development of FBM has resulted in clear applications in various research fields such as hydrology,climate,wavelet analysis,and finance.
关 键 词:PROPERTIES FRACTIONAL BROWNIAN
分 类 号:TP13[自动化与计算机技术—控制理论与控制工程]
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