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

DOI10.1016/J.APM.2007.02.020MaRDI QIDQ2472965zbMATH OpenOpenAlexFDO

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

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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Cited in

(17)

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• Comments on ``Modeling fractional stochastic systems as non-random fractional dynamics driven Brownian motions
• On Riemann-Liouville and Caputo derivatives
• Caputo type fractional difference operator and its application on discrete time scales
• Fractional variational calculus for nondifferentiable functions
• On the linear-quadratic regulator problem in one-dimensional linear fractional stochastic systems
• On \(q\)-dynamic equations modelling and complexity
• Existence and stability behaviour of FSDE driven by Rosenblatt process with the application of visual perception of fish robot
• 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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