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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Property / author: Guy Jumaric / rank
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Property / author: Guy Jumaric / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.aml.2006.08.015 / rank
 
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Property / OpenAlex ID: W2014401285 / rank
 
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Property / cites work: Stochastic analysis of the fractional Brownian motion / rank
 
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Property / cites work: Q5551649 / rank
 
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Revision as of 15:57, 27 June 2024

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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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