On the spectra of Riemann-Liouville fractional Brownian motion
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Publication:4845652
DOI10.1088/0305-4470/28/11/005zbMath0828.60099OpenAlexW2002853027MaRDI QIDQ4845652
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Publication date: 12 December 1995
Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/0305-4470/28/11/005
fractional Brownian motionWigner-Ville spectrumbifrequency representationspectrum of Riemann-Liouville fractional Brownian motion
Other physical applications of random processes (60K40) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
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