Comments on ``Modeling fractional stochastic systems as non-random fractional dynamics driven Brownian motions

DOI10.1016/j.apm.2008.05.018zbMath1185.60063OpenAlexW2074493612MaRDI QIDQ967928

Manuel Duarte Ortigueira

Publication date: 2 May 2010

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10362/2412

zbMATH Keywords

fractional Brownian motionfractional calculus

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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