שלחו לחבר

A new definition of the Fractional Poisson Process.

Seminar
Speaker
Yair Shaki
Date
03/12/2013 - 14:00
Abstract

We present a new definition of the fractional Poisson process (FPP2) with Hurst parameter $H < \frac{1}{2}$, based on a decomposition in law of fractional Brownian motion (FBM), which presented by Covo and Elalouf.

This definition is completely analoguous with the classic case of FBM.
 

תאריך עדכון אחרון : 29/11/2013