scientific article; zbMATH DE number 1294472

zbMATH Open0964.60094MaRDI QIDQ4246586

Guy Jumarie

Publication date: 2 June 1999

Title of this publication is not available (Why is that?)

zbMATH Keywords

fractional Brownian motionfractional noiseKramers-Moyal expansionItô's lemma of order \(n\)

Mathematics Subject Classification ID

Other physical applications of random processes (60K40) Stochastic integrals (60H05)

Related Items (1)

Hierarchical structures in the phase space and fractional kinetics: I. Classical systems

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