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

Physics Letters, Section A: General, Atomic and Solid State Physics

Volumn 372, Issue 7, 2008, Pages 958-968

  Ortigueira, Manuel Duarte ^a   Batista, Arnaldo Guimarães ^a  

^a UNINOVA   (Portugal)

Author keywords

Central fractional derivatives; Differintegration; Forward and backward fractional derivatives; Fractional Brownian motion; Fractional stochastic process; Generalised Cauchy derivative; Liouville derivative

Indexed keywords

STOCHASTIC SYSTEMS;

CENTRAL FRACTIONAL DERIVATIVES; DIFFERINTEGRATION; FORWARD AND BACKWARD FRACTIONAL DERIVATIVES; FRACTIONAL BROWNIAN MOTION; FRACTIONAL STOCHASTIC PROCESS; GENERALISED CAUCHY DERIVATIVES; LIOUVILLE DERIVATIVES;

BROWNIAN MOVEMENT;

EID: 38749093369     PISSN: 03759601     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physleta.2007.08.062     Document Type: Article

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