GENERALIZED MIXED FRACTIONAL BROWNIAN MOTION AS A GENERALIZED WHITE NOISE FUNCTIONAL
ABSTRACT: In this paper we
study the generalized mixed fractional Brownian motion in the white noise analysis
framework, in particular how to realize and analyze generalized mixed
fractional Brownian motion in the white noise space. Explicit expressions for
the S-transform of the generalized mixed fractional Brownian motion and for its
distributional derivative are also obtained.
Author: Herry Pribawanto
Suryawan
Journal Code: jptkomputergg110004
