A new approach to complex-valued fractional Brownian motion via rotating white noise
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Cites work
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- scientific article; zbMATH DE number 3794378 (Why is no real title available?)
- scientific article; zbMATH DE number 3222431 (Why is no real title available?)
- A signed measure on path space related to Wiener measure
- Construction of a complex-valued fractional Brownian motion of order N
- Fractional Brownian Motions, Fractional Noises and Applications
- LONG-RANGE DEPENDENCE, NON-LINEARITY AND TIME IRREVERSIBILITY
- The Fokker-Planck equation. Methods of solution and applications
Cited in
(12)- MODELING FRACTAL DYNAMICAL SYSTEMS IN THE COMPLEX SPACE. FROM MACRO-OBSERVATION TO MICRO-OBSERVATION
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- Elements for a theory of fractals in dynamic systems involving human factors
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- scientific article; zbMATH DE number 1446374 (Why is no real title available?)
- 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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