Winding number of fractional Brownian motion

DOI10.1088/1751-8113/41/42/425001zbMath1151.60326arXiv0807.3617OpenAlexW1975280378MaRDI QIDQ3535577

Mohammad Ali Rajabpour

Publication date: 13 November 2008

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0807.3617

zbMATH Keywords

time-fractional Fokker-Planck equationRiemann-Liouville fractional Brownian motionpropagator of a free particle

Mathematics Subject Classification ID

Gaussian processes (60G15)

Related Items (1)

Winding of planar Gaussian processes

This page was built for publication: Winding number of fractional Brownian motion