Fractionalization of the complex-valued Brownian motion of order n using Riemann-Liouville derivative. Applications to mathematical finance and stochastic mechanics

Chaos, Solitons and Fractals

Volumn 28, Issue 5, 2006, Pages 1285-1305

  Jumarie, Guy ^a  

^a UNIVERSITÉ DU QUÉBEC À MONTRÉAL   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

FRACTIONATION; GAUSSIAN NOISE (ELECTRONIC); LAGRANGE MULTIPLIERS; MATHEMATICAL MODELS; STATISTICAL MECHANICS; STOCHASTIC PROGRAMMING;

DYNAMICAL EQUATIONS; FRACTIONALIZATION; STOCHASTIC MECHANICS;

BROWNIAN MOVEMENT;

EID: 29144520230     PISSN: 09600779     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.chaos.2005.08.083     Document Type: Article

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