Brownian motion in the framework of quaternion analysis

DOI10.1080/07362994.2019.1708752zbMath1443.30017OpenAlexW2999462724WikidataQ126407078 ScholiaQ126407078MaRDI QIDQ3298098

Svetlin G. Georgiev, Rim Jday

Publication date: 21 July 2020

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2019.1708752

zbMATH Keywords

Brownian motionstochastic processquaternion analysisItô's integral

Mathematics Subject Classification ID

Functions of hypercomplex variables and generalized variables (30G35) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic integrals (60H05)

Related Items

Quaternion-valued dynamic equations and Henstock-Kurzweil delta-integrals on time scales: a survey

Cites Work

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• Augmented second-order statistics of quaternion random signals
• Random Vectors with Values in Quaternion Hilbert Spaces
• Testing for Quaternion Propriety
• Properness and Widely Linear Processing of Quaternion Random Vectors