Fractional Brownian motion and multifractional Brownian motion of Riemann-Liouville type

DOI10.1088/0305-4470/34/7/306zbMath0965.82009OpenAlexW1981036774MaRDI QIDQ2716248

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Publication date: 6 June 2001

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0305-4470/34/7/306

zbMATH Keywords

fractional Brownian motionRiemann-Liouville fractional integrallocal asymptotic self-similarity

Mathematics Subject Classification ID

Brownian motion (60J65) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Self-similar stochastic processes (60G18)

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