Fractional randomness and the Brownian bridge

DOI10.1016/J.PHYSA.2018.02.097OpenAlexW2793674657MaRDI QIDQ2149284

Charles S. Tapiero, Pierre Vallois

Publication date: 28 June 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2018.02.097

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items (1)

Randomness and fractional stable distributions

Cites Work

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• A General Fractional White Noise Theory And Applications To Finance
• The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics
• Stochastic Calculus for Fractional Brownian Motion I. Theory
• Stochastic differential equations with fractional Brownian motion input
• Fractional Brownian Motions, Fractional Noises and Applications
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