From fractional Brownian motion to multifractional and multistable motion

DOI10.1142/9789814366076_0010zbMath1330.60060OpenAlexW2500002205MaRDI QIDQ3462444

Kenneth J. Falconer

Publication date: 14 January 2016

Published in: Benoit Mandelbrot (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789814366076_0010

zbMATH Keywords

fractional Brownian motionmultifractional Brownian motionmultistable processes

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stable stochastic processes (60G52) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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Distributions in the physical and engineering sciences. Volume 3. Random and anomalous fractional dynamics in continuous media ⋮ Assouad Dimension of Random Processes

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