Characterizations of One-Sided Fractional Levy Motions

Abstract

The only self-similar stable processes with stationary increments whose left-equivalent (resp. right-equivalent) stationary processes are nonanticipating (resp. fully anticipating) moving averages are the left (resp. right) linear fractional Levy motions.

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Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1990
Accession Number
ADA225990

Entities

People

  • Makoto Maejima
  • Stamatis Cambanis

Organizations

  • University of North Carolina at Chapel Hill

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Air Force
  • Algorithms
  • Brownian Motion
  • Data Science
  • Differential Equations
  • Equations
  • Information Science
  • Integrals
  • Mathematics
  • North Carolina
  • Probability
  • Security
  • Stationary
  • Stationary Processes
  • Statistics
  • Stochastic Processes

Readers

  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Mathematical Modeling and Probability Theory.