Browsing División de Control y Sistemas Dinámicos by Subject "Fractional Brownian motion"
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Nonclassical point of view of the Brownian motion generation via fractional deterministic model
(2018)"In this paper, we present a dynamical system based on the Langevin equation without stochastic term and using fractional derivatives that exhibit properties of Brownian motion, i.e. a deterministic model to generate ...