Complex-valued Wiener measure: An approach via random walk in the complex plane (Q1962150)
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scientific article; zbMATH DE number 1395108
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Complex-valued Wiener measure: An approach via random walk in the complex plane |
scientific article; zbMATH DE number 1395108 |
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Complex-valued Wiener measure: An approach via random walk in the complex plane (English)
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1 March 2001
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The author shows how the heat equation of order \(n\) and its companion complex-valued Brownian motion of order \(n\) can be obtained as the limit of a random walk defined in the complex plane.
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fractional Brownian motion
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heat equation
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random walk
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