On the spectra of Riemann-Liouville fractional Brownian motion
DOI10.1088/0305-4470/28/11/005zbMATH Open0828.60099OpenAlexW2002853027MaRDI QIDQ4845652FDOQ4845652
Author name not available (Why is that?)
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
Recommendations
- Fractional Brownian motion and multifractional Brownian motion of Riemann-Liouville type
- On estimating the spectral exponent of fractional Brownian motion
- Spectral representation of fractional Brownian motion in n dimensions and its properties
- scientific article; zbMATH DE number 991571
- Krein's spectral theory and the Paley-Wiener expansion for fractional Brownian motion
- On the Spectral Density of the Wavelet Transform of Fractional Brownian Motion
- Mixed fractional Brownian motion: a spectral take
- Fractional Brownian motions and the Lévy Laplacian
- Spectral densities related to some fractional stochastic differential equations
fractional Brownian motionWigner-Ville spectrumbifrequency representationspectrum of Riemann-Liouville fractional Brownian motion
Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Other physical applications of random processes (60K40)
Cited In (10)
- Fractionally integrated Gauss-Markov processes and applications
- A class of negatively fractal dimensional Gaussian random functions
- RKH spaces of Brownian type defined by Cesàro-Hardy operators
- Riemann-Liouville processes arising from branching particle systems
- Fractional Brownian motion and multifractional Brownian motion of Riemann-Liouville type
- Fractal time series -- A tutorial review
- Fractionalization of the complex-valued Brownian motion of order \(n\) using Riemann-Liouville derivative. Applications to mathematical finance and stochastic mechanics
- WHITE NOISE ANALYSIS: SOME APPLICATIONS IN COMPLEX SYSTEMS, BIOPHYSICS AND QUANTUM MECHANICS
- On \(1/f\) noise
- Asymptotic properties of the fractional Brownian motion of Riemann-Liouville type
This page was built for publication: On the spectra of Riemann-Liouville fractional Brownian motion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4845652)