Fractal Stochastic Processes on Thin Cantor-Like Sets

نویسندگان

چکیده

We review the basics of fractal calculus, define Fourier transformation on thin Cantor-like sets and introduce versions Brownian motion fractional motion. Fractional is defined with use non-local derivatives. The Hurst exponent suggested, its relation order derivatives established. relate Gangal derivative a one-dimensional stochastic to after an averaging procedure over ensemble random realizations. That means progenitor derivative, which arises if we deal certain fractal.

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ژورنال

عنوان ژورنال: Mathematics

سال: 2021

ISSN: ['2227-7390']

DOI: https://doi.org/10.3390/math9060613