LOCALLY SELF-SIMILAR FRACTIONAL OSCILLATOR PROCESSES
Fractional oscillator processes of Riemann-Liouville and Weyl type are shown to be locally self-similar. The fractal or Hausdorff dimensions of these processes are determined. Relationship between fractional oscillator processes and the corresponding fractional Brownian motion processes is establish...
| Main Authors: | , , , |
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| Format: | Article |
| Published: |
WORLD SCIENTIFIC PUBL CO PTE LTD
2007
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| Subjects: | |
| Online Access: | http://shdl.mmu.edu.my/3047/ |