Four approaches to the fractional Brownian storage

Ilkka Norros

doi:10.1007/978-1-4471-0995-2_13

Four approaches to the fractional Brownian storage

Ilkka Norros

BA1509 Autonomous systems connectivity

Research output: Chapter in Book/Report/Conference proceeding › Chapter or book article › Scientific › peer-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 language	English
Title of host publication	Fractals in Engineering
Subtitle of host publication	From Theory to Industrial Applications
Editors	Jacques Lévy Véhel, Evelyne Lutton, Claude Tricot
Place of Publication	LondoN
Publisher	Springer
Pages	154-169
ISBN (Electronic)	978-1-4471-0995-2
ISBN (Print)	978-1-4471-1253-2
DOIs	https://doi.org/10.1007/978-1-4471-0995-2_13
Publication status	Published - 1997
MoE publication type	A3 Part of a book or another research book

Access to Document

10.1007/978-1-4471-0995-2_13

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

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abstract = "Different approaches to study the storage with fractional Brownian input process are presented: scaling relations, theory of large deviations, a Bene{\v s} formula, and use of a Girsanov type formula.",

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