Numerics for the fractional Langevin equation driven by the fractional Brownian motion (Q2347296)

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Numerics for the fractional Langevin equation driven by the fractional Brownian motion
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    Numerics for the fractional Langevin equation driven by the fractional Brownian motion (English)
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    27 May 2015
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    fractional Langevin equation
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    numerical algorithm
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    mean square displacement
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    fluctuation dissipation
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    Caputo derivative
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