On the spectra of Riemann-Liouville fractional Brownian motion

DOI10.1088/0305-4470/28/11/005MaRDI QIDQ4845652zbMATH OpenOpenAlexFDO

Authors

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

zbMATH Keywords

fractional Brownian motionWigner-Ville spectrumbifrequency representationspectrum of Riemann-Liouville fractional Brownian motion

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Other physical applications of random processes (60K40)

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Cited in

(12)

• Riemann-Liouville processes arising from branching particle systems
• White noise analysis: some applications in complex systems, biophysics and quantum mechanics
• Fractional Brownian motion and multifractional Brownian motion of Riemann-Liouville type
• Fractal time series -- A tutorial review
• Spectral content of fractional Brownian motion with stochastic reset
• Fractionally integrated Gauss-Markov processes and applications
• Fractionalization of the complex-valued Brownian motion of order \(n\) using Riemann-Liouville derivative. Applications to mathematical finance and stochastic mechanics
• On \(1/f\) noise
• Asymptotic properties of the fractional Brownian motion of Riemann-Liouville type
• A class of negatively fractal dimensional Gaussian random functions
• RKH spaces of Brownian type defined by Cesàro-Hardy operators
• Power spectral density of a single Brownian trajectory: What one can and cannot learn from it

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