Path integral for the probability of the trajectories generated by fractional dynamics subject to Gaussian white noise (Q2470548)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Path integral for the probability of the trajectories generated by fractional dynamics subject to Gaussian white noise |
scientific article; zbMATH DE number 5235261
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Path integral for the probability of the trajectories generated by fractional dynamics subject to Gaussian white noise |
scientific article; zbMATH DE number 5235261 |
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
0 references
0 references
0 references
0.92311496
0 references
0.91778046
0 references
0 references
0.9111366
0 references
0.9052813
0 references
0.89903295
0 references
0 references
0.89122456
0 references
