scientific article; zbMATH DE number 1446374

zbMATH Open0977.60048MaRDI QIDQ4953842

Guy Jumarie

Publication date: 4 January 2002

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

zbMATH Keywords

fractional Brownian motionstochastic optimal controlcentral limit theoremFeynman-Kac formulafractional white noisecomplex random walk

Mathematics Subject Classification ID

Gaussian processes (60G15) Optimal stochastic control (93E20) Self-similar stochastic processes (60G18)

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