A New Approach to Fractional Brownian Mo
✍
Guy Jumarie
📂
Article
📅
1999
🏛
Elsevier Science
🌐
English
⚖ 370 KB
By using a very simple model of random walk de\_ned on the roots of the unity in the complex plane\ one can obtain the model of fractional brownian motion of order n which has been previously introduced in the form of rotating Gaussian white noise[ This de\_nition of fractional Brownian motion of or