Pendekatan Analisis Derau Putih untuk Arus Stokastik dari Gerak Brown Subfraksional

Herry Pribawanto Suryawan

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.


Keywords


subfractional Brownian motion; stochastic current; white noise analysis

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References


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DOI: http://dx.doi.org/10.12962/limits.v19i1.8974

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Limits: Journal Mathematics and its Aplications by Pusat Publikasi Ilmiah LPPM Institut Teknologi Sepuluh Nopember is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.
Based on a work at https://iptek.its.ac.id/index.php/limits.