Fractional Brownian motions described by scaled Langevin equation

DOI10.1016/0960-0779(93)90031-UzbMath0777.60077OpenAlexW2018550147MaRDI QIDQ686090

Hiroaki Hara, Junji Koyama

Publication date: 15 December 1993

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0960-0779(93)90031-u

zbMATH Keywords

fractional Brownian motionLangevin equationinstability of the Brownian motionlimit-cycle behavior of the Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45)

Related Items

Informative fractal dimension associated with nonmetricity in information geometry ⋮ Modelling and analysis of fractional Brownian motions

Cites Work

• Advanced synergetics. Instability hierarchies of self-organizing systems and devices
• Fractional Brownian Motions, Fractional Noises and Applications
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