Limits: Journal of Mathematics and Its Applications
Vol 19, No 1 (2022)

Pendekatan Analisis Derau Putih untuk Arus Stokastik dari Gerak Brown Subfraksional

Herry Pribawanto Suryawan (Department of Mathematics, Sanata Dharma University, Yogyakarta)

Article Info

Publish Date
30 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

Mathematics

Description

Limits: Journal of Mathematics and Its Applications merupakan jurnal yang diterbitkan oleh Lembaga Penelitian dan Pengabdian Kepada Masyarakat (LPPM) Institut Teknologi Sepuluh Nopember, Surabaya, Indonesia. Limits menerima makalah hasil riset di semua bidang Matematika, terutama bidang Analisis, ...