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Comments on ‘‘Modeling fractional stochastic systems as non-random fractional dynamics driven Brownian motions
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Resumo(s)
Some results presented in the paper ‘‘Modeling fractional stochastic systems as nonrandom 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.
Descrição
Applied Mathematical Modelling, Vol.33
Palavras-chave
Fractional calculus Grünwald-Letnikov derivative Fractional Brownian motion
Contexto Educativo
Citação
Editora
Elsevier Inc.