Limits: Journal of Mathematics and Its Applications
Vol. 19 No. 1 (2022): Limits: Journal of Mathematics and Its Applications Volume 19 Nomor 1 Edisi Me

Pendekatan Analisis Derau Putih untuk Arus Stokastik dari Gerak Brown Subfraksional

Herry Pribawanto Suryawan (Unknown)

Article Info

Publish Date
15 May 2022

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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Journal Info
Limits: Journal of Mathematics and Its Applications
Website

Abbrev

limits

Publisher

Institut Teknologi Sepuluh Nopember Surabaya

Subject

Computer Science & IT Mathematics

Description

Limits: Journal of Mathematics and Its Applications merupakan jurnal yang diterbitkan oleh Pusat Publikasi Ilmiah LPPM Institut Teknologi Sepuluh Nopember, Surabaya, Indonesia. Limits menerima makalah hasil riset di semua bidang Matematika, terutama bidang Analisis, Aljabar, Pemodelan Matematika, ...