非整数ブラウン運動 (Japanese Wikipedia)

Analysis of information sources in references of the Wikipedia article "非整数ブラウン運動" in Japanese language version.

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cornell.edu

Fractional Brownian Motions, Fractional Noises and Applications, Benoit B. Mandelbrot and John W. Van Ness, SIAM Review, Vol. 10, No. 4 (Oct., 1968), pp. 422-437, Society for Industrial and Applied Mathematics

Theory and applications of long-range dependence, Paul Doukhan, Georges Oppenheim, Murad S. Taqqu, 2003
Multifractal based network traffic modeling, Murali Krishna. P, Vikram M. Gadre, Uday B. Desai, Kluwer Academic Publisher, 2003
Takayasu, Hideki (1990). Fractals in the physical sciences. Manchester University Press. 160-161. ISBN 0-7190-2485-4

Arbitrage with fractional Brownian motion, L.C.G. Rogers, Mathematical Finance, Vol. 7, No.1(January 1997), 95-105

Stochastic Calculus for Fractional Brownian Motion, T.E. Duncan, Y. Hu, B Pasik-Duncan, SIAM J. Control Optim. Volume 38, Issue 2, pp. 582-612 (2000)

Option Prices under the Fractional Black-Scholes Model, from The Wolfram Demonstrations, Contributed by: Andrzej Kozlowski