Fractional Ornstein-Uhlenbeck noise

DOI10.1016/J.AOP.2018.04.019zbMATH Open1390.60144OpenAlexW2800367578MaRDI QIDQ1636077FDOQ1636077

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

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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)

Cites Work

• Fractional calculus - A different approach to the analysis of viscoelastically damped structures
• Title not available (Why is that?)
• The random walk's guide to anomalous diffusion: A fractional dynamics approach
• Langevin equation with two fractional orders
• The Fokker-Planck equation. Methods of solutions and applications.
• Chaos, fractional kinetics, and anomalous transport
• Fractional calculus in the transient analysis of viscoelastically damped structures
• Fractional {O}rnstein-{U}hlenbeck processes
• On fractional Ornstein-Uhlenbeck processes
• The fractional oscillator process with two indices
• Maximizing information exchange between complex networks
• Title not available (Why is that?)
• Correlation functions for the fractional generalized Langevin equation in the presence of internal and external noise
• 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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