Path integral for the probability of the trajectories generated by fractional dynamics subject to Gaussian white noise
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Publication:2470548
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.
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Cites work
- scientific article; zbMATH DE number 3699894 (Why is no real title available?)
- scientific article; zbMATH DE number 3265172 (Why is no real title available?)
- Information Theory and Statistical Mechanics
- Lagrangian mechanics of fractional order, Hamilton-Jacobi fractional PDE and Taylor's series of nondifferentiable functions
- Modified Riemann-Liouville derivative and fractional Taylor series of nondifferentiable. functions. Further results
- On the representation of fractional Brownian motion as an integral with respect to (dt)^a
- On the solution of the stochastic differential equation of exponential growth driven by fractional Brownian motion
- Stochastic analysis of the fractional Brownian motion
Cited in
(20)- Distributions in the physical and engineering sciences. Volume 3. Random and anomalous fractional dynamics in continuous media
- The Hamiltonian path integral for potentials of the Albeverio Høegh-Krohn class -- a white noise approach
- Properties and distribution of the dynamical functional for the fractional Gaussian noise
- Solvability in Gevrey classes of some nonlinear fractional functional differential equations
- Transition path properties for one-dimensional systems driven by Poisson white noise
- Statistical analysis for stochastic systems including fractional derivatives
- Stochastic path summation with memory
- A path integral approach to random motion with nonlinear friction
- Fractional Lévy motion through path integrals
- General theory of fractal path integrals with applications to many-body theories and statistical physics
- On path integrals and stationary probability distributions for stochastic systems
- Derivation of the Selected Path Integral
- Application of the path integral for calculation of simultaneous probability density
- Path probability of random fractional systems defined by white noises in coarse-grained time. Application of fractional entropy
- scientific article; zbMATH DE number 1445907 (Why is no real title available?)
- A unifying representation of path integrals for fractional Brownian motions
- A study of anomalous stochastic processes via generalizing fractional calculus
- Path-integrals and optimal paths for the fractional Ornstein-Uhlenbeck process
- Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations
- Derivation and solutions of some fractional Black-Scholes equations in coarse-grained space and time. Application to Merton's optimal portfolio
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