Spectral representation of fractional Brownian motion in n dimensions and its properties (Q4859767)
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scientific article; zbMATH DE number 830259
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral representation of fractional Brownian motion in n dimensions and its properties |
scientific article; zbMATH DE number 830259 |
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Spectral representation of fractional Brownian motion in n dimensions and its properties (English)
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12 March 1996
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Brownian motion
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fractal dimension
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Fourier transform
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Wiener process
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Wigner-Ville power spectrum
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wavelet transform
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fractional Gaussian noise
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