Fractional Brownian motion with complex variance via random walk in the complex plane and applications
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Publication:1573899
DOI10.1016/S0960-0779(99)00015-6zbMath0956.60031MaRDI QIDQ1573899
Publication date: 9 August 2000
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Gaussian processes (60G15) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Self-similar stochastic processes (60G18)
Related Items (6)
Analysis of the equilibrium positions of nonlinear dynamical systems in the presence of coarse-graining disturbance in space ⋮ From Lagrangian mechanics fractal in space to space fractal Schrödinger's equation via fractional Taylor's series ⋮ Fractional complex transforms for fractional differential equations ⋮ Lagrangian mechanics of fractional order, Hamilton-Jacobi fractional PDE and Taylor's series of nondifferentiable functions ⋮ Randomization of transfer functions in control systems via computer vision with pixel noises of order \(n\) ⋮ New results on Fokker-Planck equations of fractional order.
Cites Work
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