Fractional Brownian motions described by scaled Langevin equation

DOI10.1016/0960-0779(93)90031-UMaRDI QIDQ686090zbMATH OpenOpenAlexFDO

Authors Junji Koyama, Hiroaki Hara

Publication date 15 December 1993

Published in Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0960-0779(93)90031-u

zbMATH Keywords

fractional Brownian motionLangevin equationinstability of the Brownian motionlimit-cycle behavior of the Brownian motion

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Brownian motion (60J65)

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Cited in

(8)

• Modelling and analysis of fractional Brownian motions
• Fractal dimension of fractional Brownian motion based on random sets
• Langevin unification of fractional motions
• Comments on the renormalization group, scaling and measures of complexity
• Fractional Brownian modeled linear polymer chains with one dimensional Metropolis Monte Carlo simulation
• Multiplicative Langevin equation to reproduce long-time properties of nonequilibrium Brownian motion
• Informative fractal dimension associated with nonmetricity in information geometry
• NMR signals within the generalized Langevin model for fractional Brownian motion

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