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Volumn 42, Issue 1, 1999, Pages 61-67

Complex-valued Wiener measure: An approach via random walk in the complex plane

Author keywords

Brownian motion; Computer vision; Fractal; Heat equation; Random walk

Indexed keywords


EID: 0038013608     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(98)00194-1     Document Type: Article
Times cited : (8)

References (12)
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    • Hochberg, G., 1978. Signed measure of probability. Ann. Probab. 6 (3), 433-458.
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    • Hochberg, G.1
  • 3
    • 0003890806 scopus 로고
    • MIT Press, Cambridge, MA
    • Horn, B., 1986. Robot Vision. MIT Press, Cambridge, MA.
    • (1986) Robot Vision
    • Horn, B.1
  • 4
    • 11944266539 scopus 로고
    • Information theory and statistical mechanics I and II
    • Jaynes, E.T., 1957. Information theory and statistical mechanics I and II. Phys. Rev. 106, 620-630; 108, 171-190.
    • (1957) Phys. Rev. , vol.106 , pp. 620-630
    • Jaynes, E.T.1
  • 5
    • 11944275853 scopus 로고    scopus 로고
    • Jaynes, E.T., 1957. Information theory and statistical mechanics I and II. Phys. Rev. 106, 620-630; 108, 171-190.
    • Phys. Rev. , vol.108 , pp. 171-190
  • 6
    • 0041969587 scopus 로고    scopus 로고
    • Itô's lemma for a rotating complex-valued Brownian motion of fractional order 1/n
    • Jumarie G. Itô's lemma for a rotating complex-valued Brownian motion of fractional order. 1/n Bull. Calcutta Math. Soc. 89:1997;235-238.
    • (1997) Bull. Calcutta Math. Soc. , vol.89 , pp. 235-238
    • Jumarie, G.1
  • 7
    • 0032091953 scopus 로고    scopus 로고
    • A new approach to complex-valued fractional Brownian motion via rotating white noise
    • Jumarie, G., 1998. A new approach to complex-valued fractional Brownian motion via rotating white noise. Chaos, Soliton and Fractals 9 (6), 881-893.
    • (1998) Chaos, Soliton and Fractals , vol.9 , Issue.6 , pp. 881-893
    • Jumarie, G.1
  • 9
    • 0000501589 scopus 로고
    • Fractional Brownian motion, fractional noises and applications
    • Mandelbrott, B.B., Ness, J.W., 1968. Fractional Brownian motion, fractional noises and applications. SIAM Rev. 10 (4), 422-437.
    • (1968) SIAM Rev. , vol.10 , Issue.4 , pp. 422-437
    • Mandelbrott, B.B.1    Ness, J.W.2
  • 10
    • 0002422017 scopus 로고
    • The harmonic analysis of stationary stochastic processes
    • Maruyama G. The harmonic analysis of stationary stochastic processes. Mem. Fac. Sc. Kyushu Univ. Sci., Series A. 4:1949;45-106.
    • (1949) Mem. Fac. Sc. Kyushu Univ. Sci., Series a , vol.4 , pp. 45-106
    • Maruyama, G.1
  • 12
    • 36449002999 scopus 로고
    • Construction of a complex-valued fractional Brownian motion of order N
    • Sainty, P., 1992. Construction of a complex-valued fractional Brownian motion of order N. J. Math. Phys. 33 (9), 3128-3149.
    • (1992) J. Math. Phys. , vol.33 , Issue.9 , pp. 3128-3149
    • Sainty, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.