Comments on ‘‘Modeling fractional stochastic systems as non-random fractional dynamics driven Brownian motions

Ortigueira, M.D.2010-01-142010-01-142008-05-240307-904Xhttp://hdl.handle.net/10362/2412Applied Mathematical Modelling, Vol.33Some 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.engFractional calculusGrünwald-Letnikov derivativeFractional Brownian motionComments on ‘‘Modeling fractional stochastic systems as non-random fractional dynamics driven Brownian motionsjournal article