A new approach to complex-valued fractional Brownian motion via rotating white noise
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DOI10.1016/S0960-0779(97)00173-2zbMATH Open0943.60086WikidataQ126589642 ScholiaQ126589642MaRDI QIDQ1809569FDOQ1809569
Authors: Guy Jumarie 
Publication date: 4 September 2000
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
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Cites Work
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- Fractional Brownian Motions, Fractional Noises and Applications
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- The Fokker-Planck equation. Methods of solution and applications
- LONG-RANGE DEPENDENCE, NON-LINEARITY AND TIME IRREVERSIBILITY
- Construction of a complex-valued fractional Brownian motion of order N
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- A signed measure on path space related to Wiener measure
Cited In (12)
- MODELING FRACTAL DYNAMICAL SYSTEMS IN THE COMPLEX SPACE. FROM MACRO-OBSERVATION TO MICRO-OBSERVATION
- Random time-dependent Brownian motion a new approach to fractals of order \(n\)
- Elements for a theory of fractals in dynamic systems involving human factors
- Whitening filter and innovational representation of fractional Brownian motion
- A new approach to fractional Brownian motion of order \(n\) via random walk in the complex plane
- Probability density of the complex-valued fractional Brownian motion of order \(n\) via the maximum entropy principle in \(\mathbb R_{+}^{1/n}\)
- Title not available (Why is that?)
- Complex-valued Wiener measure: An approach via random walk in the complex plane
- Construction of a complex-valued fractional Brownian motion of order N
- Fractional Brownian motion with complex variance via random walk in the complex plane and applications
- Anomalous diffusion on fractal objects: additional analytic solutions
- Randomization of transfer functions in control systems via computer vision with pixel noises of order \(n\)
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