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

Cite this

Norros, I. (1997). Four approaches to the fractional Brownian storage. In J. Lévy Véhel, E. Lutton, & C. Tricot (Eds.), Fractals in Engineering: From Theory to Industrial Applications (pp. 154-169). Springer. https://doi.org/10.1007/978-1-4471-0995-2_13