Modelling and analysis of fractional Brownian motions

DOI10.1016/S0960-0779(96)00103-8zbMath0919.94006OpenAlexW2026804198WikidataQ126383178 ScholiaQ126383178MaRDI QIDQ1279411

O. Magré, Michel Guglielmi

Publication date: 9 September 1999

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

Full work available at URL: https://doi.org/10.1016/s0960-0779(96)00103-8

zbMATH Keywords

fractional Brownian motionfractional Brownian noises

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Markov processes (60J99)

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Cites Work

• Fractional Brownian motions described by scaled Langevin equation
• Measuring the Fractal Dimension of Signals: Morphological Covers and Iterative Optimization
• FRACTAL MODEL OF BLOOD VESSEL SYSTEM
• Fractional Brownian Motions, Fractional Noises and Applications
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