[in Journal: Interdisciplinary Mathematical Sciences] AND [Keyword: Colored Noise] : Search

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Search name	Searched On	Run search
[in Journal: Interdisciplinary Mathematical Sciences] AND [Keyword: Colored Noise] (1)	27 Mar 2025	Run
[in Journal: Series on Technology Management] AND [Keyword: Organisations] (2)	27 Mar 2025	Run
[in Journal: Fluctuation and Noise Letters] AND [Keyword: Impulse Noise] (2)	27 Mar 2025	Run
[in Journal: Advances in Complex Systems] AND [Keyword: Colored Noise] (1)	27 Mar 2025	Run
[in Journal: Journal of Earthquake and Tsunami] AND [Keyword: Ground Motion] (4)	27 Mar 2025	Run

chapterNo Access
Modeling Colored Noise by Fractional Brownian Motion
- Jinqiao Duan,
- Chujin Li, and
- Xiangjun Wang
Recent Development in Stochastic Dynamics and Stochastic Analysis01 Feb 2010
Preview Abstract
Complex systems are usually under the influences of noises. Appropriately modeling these noises requires knowledge about generalized time derivatives and generalized stochastic processes. To this end, a brief introduction to generalized functions theory is provided. Then this theory is applied to fractional Brownian motion and its derivative, both regarded as generalized stochastic processes, and it is demonstrated that the “time derivative of fractional Brownian motion” is correlated and thus is a mathematical model for colored noise. In particular, the “time derivative of the usual Brownian motion” is uncorrelated and hence is an appropriate model for white noise.

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