Path integral for the probability of the trajectories generated by fractional dynamics subject to Gaussian white noise. (English) Zbl 1142.82013
The author considers how to introduce fractional stochastic processes via a non-random fractional dynamics with the standard Brownian motion, rather than introducing a fractional Brownian motion.
Reviewer: Bassano Vacchini (Milano)
MSC:
| 82C31 | Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics |
| 26A33 | Fractional derivatives and integrals |
Keywords:
stochastic differential equation; fractional Taylor’s series; path integral; fractional noise; Riemann-Liouville derivativeReferences:
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