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 |
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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 | |
Publication status | Published - 1997 |
MoE publication type | A3 Part of a book or another research book |