A Fractional Linear System View of the Fractional Brownian Motion |
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| Authors: | Manuel Duarte Ortigueira Arnaldo Guimarães Batista |
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| Affiliation: | 1. UNINOVA/DEE, Campus da FCT da UNL, Quinta da Torre, 2825—114 Monte da Caparica, Portugal
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| Abstract: | A definition of the fractional Brownian motion based on the fractional differintegrator characteristics is proposed and studied. It is shown that the model enjoys the usually required properties. A discrete-time version based in the backward difference and in the bilinear transformation is considered. Some results are presented. |
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