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Fractional integration and long memory processes in Rᵈ

Document type: Objeto de conferencia

Abstract

In this work we construct a process with power law of fractional arder by means of sorne known theorems from harmonic analysis and rather simple probability theory results. This construction is appropriate for numerical simulations, it also provides a relation between these processes and certain type of linear operators which act on LP spaces. This result is very important on its own, because it enables us to construct a process with ex: ∝ 1/lωl ᵝ decay without using the more complicated theory of Itó integration.

General information

Exposure date: septiembre 2002
Issue date: 2002
Document language: Spanish
Event: Argentine Symposium on Computing Technology (AST 2002) - JAIIO 31 (Santa Fe, 9 al 13 de septiembre de 2002)
Origin: Sociedad Argentina de Informática e Investigación Operativa
ISSN: 1666-1095
xmlui.dri2xhtml.METS-1.0.item-dc-subject: Theory of Itô integration ; Theorems ; Numerical simulations
Subjects: Ciencias Informáticas

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Created: 1 de octubre de 2025
Available since: 1 de octubre de 2025
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  • http://sedici.unlp.edu.ar/handle/10915/185378

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