Modeling fractional stochastic systems as non-random fractional dynamics driven by Brownian motions

DOI10.1016/j.apm.2007.02.020zbMath1138.60324OpenAlexW2035917572MaRDI QIDQ2472965

Guy Jumaric

Publication date: 25 February 2008

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2007.02.020

zbMATH Keywords

fractional Brownian motionfractional stochastic differential equationfractional Gaussian noisesfractional exponential growthfractional coloured noises

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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