scientific article; zbMATH DE number 1294472

zbMATH Open0964.60094MaRDI QIDQ4246586FDOQ4246586

Authors: Guy Jumarie 

Publication date: 2 June 1999

Title of this publication is not available (Why is that?)

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zbMATH Keywords

fractional Brownian motionfractional noiseKramers-Moyal expansionItô's lemma of order \(n\)

Mathematics Subject Classification ID

Stochastic integrals (60H05) Other physical applications of random processes (60K40)

Cited In (3)

• Hierarchical structures in the phase space and fractional kinetics: I. Classical systems
• Exact cumulant Kramers-Moyal-like expansion
• Probability density of the complex-valued fractional Brownian motion of order \(n\) via the maximum entropy principle in \(\mathbb R_{+}^{1/n}\)

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