Stochastic path summation with memory

DOI10.1142/S201019451560006XzbMATH Open1337.60108OpenAlexW2038967574MaRDI QIDQ2803671FDOQ2803671

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

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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)

Cites Work

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• Stochastic calculus for fractional Brownian motion and related processes.
• Stochastic Calculus for Fractional Brownian Motion and Applications
• Handbook of Feynman path integrals
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• Methods and Applications of White Noise Analysis in Interdisciplinary Sciences

Cited In (2)

• On a random walk with memory and its relation with Markovian processes
• Path storage in the particle filter

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