http://dspace.bsuedu.ru/handle/123456789/65345| Title: | Fractional Wiener chaos: part 1 |
| Authors: | Boguslavskaya, E. Shishkina, E. |
| Keywords: | mathematics mathematical analysis fractional Wiener chaos parabolic cylinder function extended Hermite function fractional calculus stochastic calculus fractional integral |
| Issue Date: | 2024 |
| Citation: | Boguslavskaya E. Fractional Wiener chaos: part 1 / E. Boguslavskaya, E. Shishkina // Fractional Calculus and Applied Analysis. - 2024. - Vol.27.-P. 2823-2858. - Doi: 10.1007/s13540-024-00343-8. - Refer.: p. 2856-2858. |
| Abstract: | In this paper, we introduce a fractional analogue of the Wiener polynomial chaos expansion. It is important to highlight that the fractional order relates to the order of chaos decomposition elements, and not to the process itself, which remains the standard Wiener process |
| URI: | http://dspace.bsuedu.ru/handle/123456789/65345 |
| Appears in Collections: | Статьи из периодических изданий и сборников (на иностранных языках) = Articles from periodicals and collections (in foreign languages) |
| File | Description | Size | Format | |
|---|---|---|---|---|
| Shishkina_Wiener_24.pdf | 639.5 kB | Adobe PDF | View/Open |
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