Fractional Brownian motion with complex variance via random walk in the complex plane and applications
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Publication:1573899
DOI10.1016/S0960-0779(99)00015-6zbMath0956.60031MaRDI QIDQ1573899
Publication date: 9 August 2000
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Gaussian processes (60G15) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Self-similar stochastic processes (60G18)
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