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LOCALLY SELF-SIMILAR FRACTIONAL OSCILLATOR PROCESSES

    https://doi.org/10.1142/S0219477507003817Cited by:22 (Source: Crossref)

    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 established.