The Fractional Calculus for Some Stochastic Processes

DOI10.1081/SAP-120028609zbMath1065.60031MaRDI QIDQ3158155

Fathi M. Hafiz

Publication date: 20 January 2005

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

fractional calculusmean square stochastic calculus

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Fractional derivatives and integrals (26A33) General theory of stochastic processes (60G07) Foundations of stochastic processes (60G05)

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Cites Work

• Random differential equations in science and engineering
• Integration with respect to fractal functions and stochastic calculus. I
• Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
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