Fractional Ornstein-Uhlenbeck noise

DOI10.1016/J.AOP.2018.04.019MaRDI QIDQ1636077zbMATH OpenOpenAlexFDO

Authors Kwok Sau Fa

Publication date 4 June 2018

Published in Annals of Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aop.2018.04.019

zbMATH Keywords

colored noiseharmonic oscillatorLangevin equationfractional Ornstein-Uhlenbeck noisesupercapacitor

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• scientific article; zbMATH DE number 1356198 (Why is no real title available?)
• scientific article; zbMATH DE number 3108589 (Why is no real title available?)
• Chaos, fractional kinetics, and anomalous transport
• Correlation functions for the fractional generalized Langevin equation in the presence of internal and external noise
• Fractional calculus - A different approach to the analysis of viscoelastically damped structures
• Fractional calculus in the transient analysis of viscoelastically damped structures
• Fractional {O}rnstein-{U}hlenbeck processes
• Langevin equation with two fractional orders
• Maximizing information exchange between complex networks
• On fractional Ornstein-Uhlenbeck processes
• The Fokker-Planck equation. Methods of solutions and applications.
• The fractional oscillator process with two indices
• The random walk's guide to anomalous diffusion: A fractional dynamics approach
• The role of fractional calculus in modeling biological phenomena: a review

Cited in

(4)

• A class of integro-differential Fokker–Planck equations with space-dependent coefficients
• Stochastic Ornstein-Uhlenbeck capacitors
• Fractional oscillator noise and its applications
• Fractional Brownian motion in superharmonic potentials and non-Boltzmann stationary distributions

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