Regularisation of the Langevin equation in d=1 by the fractional Brownian motion

MaRDI QIDQ2908053zbMATH OpenFDO

Authors Lounis Tewfik, Bouabdellah Said

Publication date 4 September 2012

Published in Advanced Studies in Theoretical Physics (Search for Journal in Brave)

Full work available at URL http://www.m-hikari.com/astp/astp2011/astp9-12-2011/index.html

zbMATH Keywords

Wiener processMarkov processBrownian motionfractional Brownian motionlong memoryHurst parameterLangevin equationstationary incrementskernel functionsshort memoryVolterra processfractional Langevin equationfractional velocity

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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