MODELING FRACTAL DYNAMICAL SYSTEMS IN THE COMPLEX SPACE. FROM MACRO-OBSERVATION TO MICRO-OBSERVATION

DOI10.1080/01969720290040687zbMath1022.37029OpenAlexW2094126454MaRDI QIDQ4781430

Guy Jumaric

Publication date: 27 October 2003

Published in: Cybernetics and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01969720290040687

zbMATH Keywords

fractional Brownian motionstochastic differential equationscomplex-valued systemsstock market dynamicsfractal dynamical systemsfractional Markovian processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03) Generation, random and stochastic difference and differential equations (37H10) Dynamical systems involving relations and correspondences in one complex variable (37F05)

Cites Work

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• Scale relativity and fractal space-time: applications to quantum physics, cosmology and chaotic systems.
• A new approach to fractional Brownian motion of order \(n\) via random walk in the complex plane
• A new approach to complex-valued fractional Brownian motion via rotating white noise
• SCHRÖDINGER EQUATION FOR QUANTUM FRACTAL SPACE–TIME OF ORDER n VIA THE COMPLEX-VALUED FRACTIONAL BROWNIAN MOTION

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