A fractional linear system view of the fractional brownian motion

Manuel Duarte Ortigueira, Arnaldo Guimarães Batista

Research output: Contribution to journalArticlepeer-review

28 Citations (Scopus)


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.

Original languageEnglish
Pages (from-to)295-303
Number of pages9
JournalNonlinear Dynamics
Issue number1-4
Publication statusPublished - Dec 2004


  • Backward difference
  • Bilinear transformation
  • Fractional Brownian motion
  • Fractional differintegrator
  • Hurst parameter


Dive into the research topics of 'A fractional linear system view of the fractional brownian motion'. Together they form a unique fingerprint.

Cite this