Path integral for the probability of the trajectories generated by fractional dynamics subject to Gaussian white noise (Q2470548): Difference between revisions
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English | Path integral for the probability of the trajectories generated by fractional dynamics subject to Gaussian white noise |
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Path integral for the probability of the trajectories generated by fractional dynamics subject to Gaussian white noise (English)
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14 February 2008
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The author considers how to introduce fractional stochastic processes via a non-random fractional dynamics with the standard Brownian motion, rather than introducing a fractional Brownian motion.
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stochastic differential equation
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fractional Taylor's series
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path integral
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fractional noise
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Riemann-Liouville derivative
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