Fractal Stochastic Processes on Thin Cantor-Like Sets

We review the basics of fractal calculus, define fractal Fourier transformation on thin Cantor-like sets and introduce fractal versions of Brownian motion and fractional Brownian motion. Fractional Brownian motion on thin Cantor-like sets is defined with the use of non-local fractal derivatives. The...

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發表在:	Mathematics
Main Authors:	Alireza Khalili Golmankhaneh, Renat Timergalievich Sibatov
格式:	Article
語言:	英语
出版:	MDPI AG 2021-03-01
主題:	fractal calculus fractional Brownian motion fractal derivative fractal stochastic process Brownian motion
在線閱讀:	https://www.mdpi.com/2227-7390/9/6/613