Comment on "A computational technique to classify several fractional Brownian motion processes" [Chaos Solitons and Fractals 150(2021) 111152]. (August 2022)

• Record Type: Journal Article
• Authors: Wang, Bichen; Hou, Yulei
• Is Part Of: Chaos, solitons and fractals. Volume 161(2022)
• Publication Date: 2022-08
• Subjects: Fractional Brownian motion (fBm) -- Riemann-Liouville fBm -- Covariance function; Chaotic behavior in systems -- Periodicals; Solitons -- Periodicals; Fractals -- Periodicals; Chaotic behavior in systems; Fractals; Solitons; Periodicals; 003.7
• DOI: 10.1016/j.chaos.2022.112377
• Languages: English
• ISSNs: 0960-0779

Abstract

Abstract: In the paper by Mahmoudi MR[Chaos Solitons and Fractals 150(2021) 111152], fractional Brownian motion B H ( t ) is defined by Riemann Liouville integral and the covariance for B H ( t ) is given. Through a proposition we show that the covariance for B H ( t ) in mentioned paper is incorrect.