Bassler, Kevin E.; Gunaratne, Gemunu H.; McCauley, Joseph L. - Volkswirtschaftliche Fakultät, … - 2005
correlations like those found in fractional Brownian motion. We construct a large set of scaling solutions of Fokker-Planck partial … Brownian motion. A short review of the requirements for fractional Brownian motion is given for clarity, and we explain why the …. Having a Tsallis density with H≠1/2 therefore does not imply dynamics with correlated signals, e.g., like those of fractional …