Path integral for the probability of the trajectories generated by fractional dynamics subject to Gaussian white noise (Q2470548): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 07:14, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Path integral for the probability of the trajectories generated by fractional dynamics subject to Gaussian white noise |
scientific article |
Statements
Path integral for the probability of the trajectories generated by fractional dynamics subject to Gaussian white noise (English)
0 references
14 February 2008
0 references
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.
0 references
stochastic differential equation
0 references
fractional Taylor's series
0 references
path integral
0 references
fractional noise
0 references
Riemann-Liouville derivative
0 references