A new approach to complex-valued fractional Brownian motion via rotating white noise

DOI10.1016/S0960-0779(97)00173-2zbMath0943.60086WikidataQ126589642 ScholiaQ126589642MaRDI QIDQ1809569

Guy Jumaric

Publication date: 4 September 2000

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

zbMATH Keywords

generalized Fokker-Planck equationcomplex-valued fractional Brownian motionheat equation of order \(n\)

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65)

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Cites Work

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• The Fokker-Planck equation. Methods of solution and applications
• A signed measure on path space related to Wiener measure
• LONG-RANGE DEPENDENCE, NON-LINEARITY AND TIME IRREVERSIBILITY
• Construction of a complex-valued fractional Brownian motion of order N
• Fractional Brownian Motions, Fractional Noises and Applications

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