Fractional Brownian motions described by scaled Langevin equation
DOI10.1016/0960-0779(93)90031-UzbMATH Open0777.60077OpenAlexW2018550147MaRDI QIDQ686090FDOQ686090
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
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Cites Work
- Fractional Brownian Motions, Fractional Noises and Applications
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- Advanced synergetics. Instability hierarchies of self-organizing systems and devices
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Cited In (6)
- Informative fractal dimension associated with nonmetricity in information geometry
- NMR signals within the generalized Langevin model for fractional Brownian motion
- Langevin unification of fractional motions
- Modelling and analysis of fractional Brownian motions
- Multiplicative Langevin equation to reproduce long-time properties of nonequilibrium Brownian motion
- Comments on the renormalization group, scaling and measures of complexity
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