The Fractional Calculus for Some Stochastic Processes
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Publication:3158155
DOI10.1081/SAP-120028609zbMath1065.60031MaRDI QIDQ3158155
Publication date: 20 January 2005
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
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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