Fractional Brownian motions via random walk in the complex plane and via fractional derivative. Comparison and further results on their Fokker-Planck equations

DOI10.1016/J.CHAOS.2004.03.020zbMath1068.60053OpenAlexW2075412891MaRDI QIDQ1766606

Guy Jumaric

Publication date: 8 March 2005

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2004.03.020

zbMATH Keywords

Brownian motion of order \(n\)

Mathematics Subject Classification ID

Gaussian processes (60G15) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Neural nets applied to problems in time-dependent statistical mechanics (82C32)

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