scientific article; zbMATH DE number 1294472

MaRDI QIDQ4246586zbMATH OpenFDO

Authors Guy Jumarie

Publication date 2 June 1999

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)

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Cited in

(3)

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

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