Development of a fractional Wiener-Hermite expansion for analyzing the fractional stochastic models
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Publication:2677063
DOI10.1016/j.chaos.2022.111847zbMath1506.60044OpenAlexW4210366022MaRDI QIDQ2677063
Ahmed Etman, Sroor Maged, Mohamed A. El-Beltagy
Publication date: 12 January 2023
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2022.111847
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33)
Uses Software
Cites Work
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