Fractional stochastic differential equations satisfying fluctuation-dissipation theorem

DOI10.1007/s10955-017-1866-zzbMath1386.82053arXiv1612.04274OpenAlexW2563245034MaRDI QIDQ1685490

Jian-Guo Liu, Lei Li, Jian-feng Lu

Publication date: 14 December 2017

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.04274

zbMATH Keywords

fractional Brownian motionCaputo derivativesubdiffusiongeneralized Langevin equationfluctuation-dissipation-theoremfractional SDE

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Dynamical aspects of statistical mechanics (37A60) Fractional ordinary differential equations (34A08) Fractional partial differential equations (35R11)

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