Fractional Brownian motions via random walk in the complex plane and via fractional derivative. Comparison and further results on their Fokker-Planck equations

DOI10.1016/j.chaos.2004.03.020zbMath1068.60053OpenAlexW2075412891MaRDI QIDQ1766606

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Publication date: 8 March 2005

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2004.03.020

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