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All Journal Journal of the Indonesian Mathematical Society Journal of Mathematical and Fundamental Sciences BAREKENG: Jurnal Ilmu Matematika dan Terapan Limits: Journal of Mathematics and Its Applications International Journal of Applied Sciences and Smart Technologies Pattimura Proceeding : Conference of Science and Technology
Herry Pribawanto Suryawan
Sanata Dharma University
Agriculture, Biological Sciences & Forestry Astronomy Biochemistry, Genetics & Molecular Biology Chemical Engineering, Chemistry & Bioengineering Chemistry Civil Engineering, Building, Construction & Architecture Computer Science & IT Control & Systems Engineering Earth & Planetary Sciences Economics, Econometrics & Finance Energy Engineering Industrial & Manufacturing Engineering Materials Science & Nanotechnology Mathematics Mechanical Engineering Physics Transportation

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Journal : Limits: Journal of Mathematics and Its Applications

 1 
Pendekatan Analisis Derau Putih untuk Arus Stokastik dari Gerak Brown Subfraksional Herry Pribawanto Suryawan
Limits: Journal of Mathematics and Its Applications Vol 19, No 1 (2022)
Publisher : Institut Teknologi Sepuluh Nopember

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.12962/limits.v19i1.8974

Abstract

The subfractional Brownian motion is a Gaussian generalization of the Brownian motion whose increments are not stationary. In this paper we study the stochastic current of the one dimensional subfractional Brownian motion. For this purpose we use the method from white noise analysis by representing the subfractional Brownian motion as stochastic functionals of white noise.  As the main result we prove that the stochastic current of the one dimensional subfractional Brownian motion is a generalized function in the space of Hida distributions.
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