Alternative micropulses and fractional Brownian motion
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- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
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- A class of micropulses and antipersistent fractional Brownian motion
- Fractional Brownian Motions, Fractional Noises and Applications
- Stable fractal sums of pulses: The cylindrical case
Cited in
(28)- Analysis of the equilibrium positions of nonlinear dynamical systems in the presence of coarse-graining disturbance in space
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- Lagrangian mechanics of fractional order, Hamilton-Jacobi fractional PDE and Taylor's series of nondifferentiable functions
- Multifractal analysis of sums of random pulses
- Probability calculus of fractional order and fractional Taylor's series application to Fokker-Planck equation and information of non-random functions
- Fractional multiple birth-death processes with birth probabilities \(\lambda _i(\Delta t)^\alpha +o((\Delta t)^\alpha)\)
- Finite difference/Fourier spectral for a time fractional Black-Scholes model with option pricing
- Some long-range dependence processes arising from fluctuations of particle systems
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- Formal calculus for real‐valued fractional Brownian motions prospects in systems science
- Micropulses and different types of Brownian motion
- Self-similar random fields and rescaled random balls models
- Fractionalization of the complex-valued Brownian motion of order \(n\) using Riemann-Liouville derivative. Applications to mathematical finance and stochastic mechanics
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- Modified Riemann-Liouville derivative and fractional Taylor series of nondifferentiable. functions. Further results
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- Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations
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- Derivation and solutions of some fractional Black-Scholes equations in coarse-grained space and time. Application to Merton's optimal portfolio
- A nonrandom variational approach to stochastic linear quadratic Gaussian optimization involving fractional noises (FLQG)
- An approach via fractional analysis to non-linearity induced by coarse-graining in space
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