Ortigueira, MD (2009) Comments on “Modeling fractional stochastic systems as non-random fractional dynamics driven Brownian motions”. Applied Mathematical Modelling, 33 (5), pp. 2534-2537. ISSN 0307-904X. URL: http://dx.doi.org/10.1016/j.apm.2008.05.018. (ISI Web of Science, Citations: 2).
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Official URL: http://dx.doi.org/10.1016/j.apm.2008.05.018
Abstract
Some results presented in the paper “Modeling fractional stochastic systems as non-random fractional dynamics driven Brownian motions” [I. Podlubny, Fractional Differential Equations, Academic Press, San Diego, 1999] are discussed in this paper. The slightly modified Grünwald-Letnikov derivative proposed there is used to deduce some interesting results that are in contradiction with those proposed in the referred paper. Keywords: Fractional calculus; Grünwald-Letnikov derivative; Fractional Brownian motion
| Item Type: | Article |
|---|---|
| Divisions: | Centre of Technology and Systems 2007-2010 > CTS0710-A Microelectronics and Telecommunications > CTS0710-A3 Telecommunications and Signal Processing Departamento de Engenharia Electrotécnica 2010 > DEE2010-B Energia e Sistemas > DEE2010-B2 Sistemas |
| ID Code: | 4829 |
| Deposited By: | Elsa Abrantes |
| Deposited On: | 04 Jul 2011 12:27 |
| Last Modified: | 04 Jul 2011 12:34 |
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