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Volumn 20, Issue 8, 2007, Pages 846-852

Path integral for the probability of the trajectories generated by fractional dynamics subject to Gaussian white noise

Author keywords

Fractional noise; Fractional Taylor's series; Path integral; Path probability

Indexed keywords

GAUSSIAN NOISE (ELECTRONIC); PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES; WHITE NOISE;

EID: 34047274579     PISSN: 08939659     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.aml.2006.08.015     Document Type: Article
Times cited : (11)

References (10)
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  • 2
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    • Stochastic analysis of the fractional Brownian motion
    • Decreusefond L., and Ustunel A.S. Stochastic analysis of the fractional Brownian motion. Potential Anal. 10 (1999) 177-214
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  • 3
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    • Fractional derivative and the Cauchy problem for differential equations of fractional order
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    • Djrbashian M.M., and Nersesian A.B. Fractional derivative and the Cauchy problem for differential equations of fractional order. Izv. Acad. Nauk Armjanskoi SSR 3 1 (1968) 3-29 (in Russian)
    • (1968) Izv. Acad. Nauk Armjanskoi SSR , vol.3 , Issue.1 , pp. 3-29
    • Djrbashian, M.M.1    Nersesian, A.B.2
  • 5
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    • Information theory and statistical mechanics
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    • (1957) Phys. Rev. , vol.108 , pp. 171
    • Janes, E.T.1
  • 8
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    • On the solution of the stochastic differential equation of exponential growth driven by fractional Brownian motion
    • Jumarie G. On the solution of the stochastic differential equation of exponential growth driven by fractional Brownian motion. Appl. Math. Lett. 18 (2005) 817-826
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    • Jumarie, G.1
  • 9
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    • Modified Riemann-Liouville derivative and fractional Taylor series of non-differentiable functions further results
    • Jumarie G. Modified Riemann-Liouville derivative and fractional Taylor series of non-differentiable functions further results. Comput. Math. Appl. 51 (2006) 1367-1376
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    • Jumarie, G.1
  • 10
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    • G. Jumarie, Lagrangian mechanics of fractional order, Hamilton-Jacobi fractional PDE and Taylor's series of nondifferentiable functions, Chaos Solitons Fractal (in press)


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.