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

DOI10.1016/J.APM.2007.02.020zbMATH Open1138.60324OpenAlexW2035917572MaRDI QIDQ2472965FDOQ2472965

Authors: Guy Jumarie 

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

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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)

Cites Work

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Cited In (17)

• On the fractional-order extended Kalman filter and its application to chaotic cryptography in noisy environment
• Path probability of random fractional systems defined by white noises in coarse-grained time. Application of fractional entropy
• The weak convergence of Euler method for nonlinear stochastic fractional differential equations
• Novel hybrid robust fractional interpolatory cubature Kalman filters
• Comments on ``Modeling fractional stochastic systems as non-random fractional dynamics driven Brownian motions
• Caputo type fractional difference operator and its application on discrete time scales
• On Riemann-Liouville and Caputo derivatives
• Fractional variational calculus for nondifferentiable functions
• On the linear-quadratic regulator problem in one-dimensional linear fractional stochastic systems
• Existence and stability behaviour of FSDE driven by Rosenblatt process with the application of visual perception of fish robot
• On \(q\)-dynamic equations modelling and complexity
• The Convergence of Euler-Maruyama Method of Nonlinear Variable-Order Fractional Stochastic Differential Equations
• Stability and convergence of modified Du Fort-Frankel schemes for solving time-fractional subdiffusion equations
• On the solution of the stochastic differential equation of exponential growth driven by fractional Brownian motion
• Fractional time scale in calcium ion channels model
• An efficient numerical solution of fractional optimal control problems by using the Ritz method and Bernstein operational matrix
• A new numerical treatment for fractional differential equations based on non-discretization of data using Laguerre polynomials

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