Path integral for the probability of the trajectories generated by fractional dynamics subject to Gaussian white noise
DOI10.1016/J.AML.2006.08.015zbMATH Open1142.82013OpenAlexW2014401285MaRDI QIDQ2470548FDOQ2470548
Authors: Guy Jumarie 
Publication date: 14 February 2008
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2006.08.015
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Cites Work
- Information Theory and Statistical Mechanics
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- Stochastic analysis of the fractional Brownian motion
- 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
- Lagrangian mechanics of fractional order, Hamilton-Jacobi fractional PDE and Taylor's series of nondifferentiable functions
- Title not available (Why is that?)
Cited In (17)
- Path probability of random fractional systems defined by white noises in coarse-grained time. Application of fractional entropy
- General theory of fractal path integrals with applications to many-body theories and statistical physics
- A unifying representation of path integrals for fractional Brownian motions
- Application of the path integral for calculation of simultaneous probability density
- The Hamiltonian path integral for potentials of the Albeverio Høegh-Krohn class -- a white noise approach
- Fractional Lévy motion through path integrals
- A path integral approach to random motion with nonlinear friction
- Transition path properties for one-dimensional systems driven by Poisson white noise
- Derivation of the Selected Path Integral
- Solvability in Gevrey classes of some nonlinear fractional functional differential equations
- Distributions in the physical and engineering sciences. Volume 3. Random and anomalous fractional dynamics in continuous media
- Stochastic path summation with memory
- Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations
- On path integrals and stationary probability distributions for stochastic systems
- Properties and distribution of the dynamical functional for the fractional Gaussian noise
- Statistical analysis for stochastic systems including fractional derivatives
- 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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