Development of a fractional Wiener-Hermite expansion for analyzing the fractional stochastic models

DOI10.1016/J.CHAOS.2022.111847MaRDI QIDQ2677063zbMATH OpenOpenAlexFDO

Authors Mohamed A. El-Beltagy, Ahmed Etman, Sroor Maged

Publication date 12 January 2023

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

Full work available at URL https://doi.org/10.1016/j.chaos.2022.111847

zbMATH Keywords

fractional Brownian motionfractional calculusfractional Euler-Maruyamastochastic processes

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22)

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Cited in

(1)

• The Wiener-Hermite expansion with time-dependent ideal random function. II: The three-mode model.

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