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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Revision as of 00:35, 20 March 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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