Stochastic path summation with memory

DOI10.1142/S201019451560006XMaRDI QIDQ2803671zbMATH OpenOpenAlexFDO

Authors Christopher C. Bernido, M. Victoria Carpio-Bernido

Publication date 2 May 2016

Published in International Journal of Modern Physics: Conference Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s201019451560006x

zbMATH Keywords

Brownian motionfractional Brownian motiondiffusion equationmemory propertiesexponentially-modified Brownian motionstochastic path summationwhite noise path integral

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Diffusion processes (60J60) Brownian motion (60J65) Stochastic integrals (60H05) White noise theory (60H40)

Recommendations

• Publication:4729114
• From the trajectory to the density memory
• Path integral for the probability of the trajectories generated by fractional dynamics subject to Gaussian white noise
• Diffusion and memory effects for stochastic processes and fractional Langevin equations
• Stochastic Schrödinger equations and memory

Cites work

• scientific article; zbMATH DE number 3863589 (Why is no real title available?)
• scientific article; zbMATH DE number 3941846 (Why is no real title available?)
• scientific article; zbMATH DE number 486467 (Why is no real title available?)
• scientific article; zbMATH DE number 3282537 (Why is no real title available?)
• Handbook of Feynman path integrals
• Methods and applications of white noise analysis in interdisciplinary sciences
• On a stochastic path-integral approach to biopolymer conformations
• Stochastic Calculus for Fractional Brownian Motion and Applications
• Stochastic calculus for fractional Brownian motion and related processes.

Cited in

(4)

• On random white noise processes with memory for time series analysis
• On a random walk with memory and its relation with Markovian processes
• From the trajectory to the density memory
• Path storage in the particle filter

This page was built for publication: Stochastic path summation with memory

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2803671)