Information geometric characterization of the complexity of fractional Brownian motions
DOI10.1063/1.4770047zbMath1293.60047OpenAlexW2040936135MaRDI QIDQ2872469
Guoquan Xu, Lin Yu Peng, Hua Fei Sun
Publication date: 14 January 2014
Published in: Journal of Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1063/1.4770047
Fractional processes, including fractional Brownian motion (60G22) Geodesics in global differential geometry (53C22) Measures of information, entropy (94A17) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Methods of local Riemannian geometry (53B21)
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Cites Work
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