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

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

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title = "Four approaches to the fractional Brownian storage",

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.",

author = "Ilkka Norros",

year = "1997",

doi = "10.1007/978-1-4471-0995-2_13",

language = "English",

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pages = "154--169",

editor = "{L{\'e}vy V{\'e}hel}, Jacques and Lutton, {Evelyne } and Tricot, {Claude }",

booktitle = "Fractals in Engineering",

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address = "Germany",

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PY - 1997

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AB - 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.

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

M3 - Chapter or book article

SN - 978-1-4471-1253-2

SP - 154

EP - 169

BT - Fractals in Engineering

A2 - Lévy Véhel, Jacques

A2 - Lutton, Evelyne

A2 - Tricot, Claude

PB - Springer

CY - LondoN

ER -