A new approach to fractional Brownian motion of order \(n\) via random walk in the complex plane
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Publication:1125133
DOI10.1016/S0960-0779(98)00103-9zbMath0973.60039MaRDI QIDQ1125133
Publication date: 29 November 1999
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Gaussian processes (60G15) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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