Four approaches to the fractional Brownian storage

Ilkka Norros

    Research output: Chapter in Book/Report/Conference proceedingChapter or book articleScientificpeer-review

    Abstract

    Different approaches to study the storage with fractional Brownian input process are presented: scaling relations, theory of large deviations, a Beneš formula, and use of a Girsanov type formula.
    Original languageEnglish
    Title of host publicationFractals in Engineering
    Subtitle of host publicationFrom Theory to Industrial Applications
    EditorsJacques Lévy Véhel, Evelyne Lutton, Claude Tricot
    Place of PublicationLondoN
    PublisherSpringer
    Pages154-169
    ISBN (Electronic)978-1-4471-0995-2
    ISBN (Print)978-1-4471-1253-2
    DOIs
    Publication statusPublished - 1997
    MoE publication typeA3 Part of a book or another research book

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