On the relation between the fractional Brownian motion and the fractional derivatives

DOI10.1016/j.physleta.2007.08.062zbMath1217.26016OpenAlexW1972467729MaRDI QIDQ552747

Arnaldo Guimarães Batista, Manuel Duarte Ortigueira

Publication date: 26 July 2011

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10362/2416

zbMATH Keywords

fractional Brownian motionLiouville derivativefractional stochastic processcentral fractional derivativesdifferintegrationforward and backward fractional derivativesgeneralised Cauchy derivative

Mathematics Subject Classification ID

Brownian motion (60J65) Fractional derivatives and integrals (26A33) White noise theory (60H40)

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