A Stochastic Fractional Calculus with Applications to Variational Principles
From MaRDI portal
Publication:6346286
DOI10.3390/FRACTALFRACT4030038arXiv2008.00233MaRDI QIDQ6346286FDOQ6346286
Authors: Houssine Zine, Delfim F. M. Torres 
Publication date: 1 August 2020
Abstract: We introduce a stochastic fractional calculus. As an application, we present a stochastic fractional calculus of variations, which generalizes the fractional calculus of variations to stochastic processes. A stochastic fractional Euler-Lagrange equation is obtained, extending those available in the literature for the classical, fractional, and stochastic calculus of variations. To illustrate our main theoretical result, we discuss two examples: one derived from quantum mechanics, the second validated by an adequate numerical simulation.
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional derivatives and integrals (26A33) Optimality conditions for free problems in one independent variable (49K05)
This page was built for publication: A Stochastic Fractional Calculus with Applications to Variational Principles
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6346286)
