Stochastic Processes and Mean Square Calculus on Fractal Curves
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arXiv
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| Autori principali: | , , , |
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| Natura: | Preprint |
| Pubblicazione: |
2023
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| _version_ | 1866917614446444544 |
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| author | Golmankhaneh, Alireza Khalili Welch, Kerri Serpa, Cristina Stamova, Ivanka |
| author_facet | Golmankhaneh, Alireza Khalili Welch, Kerri Serpa, Cristina Stamova, Ivanka |
| contents | In this paper, random and stochastic processes are defined on fractal curves. Fractal calculus is used to define cumulative distribution function, probability density function, moments, variance and correlation function of stochastic process on fractal curve. A new framework which is a generalization of mean square calculus is formulated. Sequence of random variable on fractal curve, fractal mean square continuity, mean square $F^α$-derivative, and fractal mean square integral. The mean square solution of a fractal stochastic equation is derived and plotted in order to show the details. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2403_09648 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Stochastic Processes and Mean Square Calculus on Fractal Curves Golmankhaneh, Alireza Khalili Welch, Kerri Serpa, Cristina Stamova, Ivanka General Mathematics 28A80, 60G12, 60G18, 60G20, 60H05 In this paper, random and stochastic processes are defined on fractal curves. Fractal calculus is used to define cumulative distribution function, probability density function, moments, variance and correlation function of stochastic process on fractal curve. A new framework which is a generalization of mean square calculus is formulated. Sequence of random variable on fractal curve, fractal mean square continuity, mean square $F^α$-derivative, and fractal mean square integral. The mean square solution of a fractal stochastic equation is derived and plotted in order to show the details. |
| title | Stochastic Processes and Mean Square Calculus on Fractal Curves |
| topic | General Mathematics 28A80, 60G12, 60G18, 60G20, 60H05 |
| url | https://arxiv.org/abs/2403.09648 |