Modeling fractional stochastic systems as non-random fractional dynamics driven by Brownian motions

Jumarie Guy

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Modeling fractional stochastic systems as non-random fractional dynamics driven by Brownian motions

機譯：將分數(shù)隨機系統(tǒng)建模為布朗運動驅(qū)動的非隨機分數(shù)動力學(xué)

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Stochastic dynamics of fractional order are usually modeled as non-random differential equation driven by fractional Brownian motion. Here we propose rather to use a non-random fractional dynamics driven by a (standard) Brownian motion. The key is the Tay

機譯：分數(shù)階隨機動力學(xué)通常建模為分數(shù)布朗運動驅(qū)動的非隨機微分方程。在這里，我們建議使用由（標準）布朗運動驅(qū)動的非隨機分數(shù)動力學(xué)。關(guān)鍵是泰

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來源
《Applied Mathematical Modelling》 |2008年第5期|836-859|共24頁
作者
Jumarie Guy;
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收錄信息美國《科學(xué)引文索引》(SCI);美國《工程索引》(EI);
原文格式 PDF
正文語種 eng
中圖分類
關(guān)鍵詞
fractional gaussian noises; fractional stochastic differential equation; fractional coloured noises; fractional exponential growth; fractional brownian motion;

機譯：分數(shù)高斯噪聲;分數(shù)階隨機微分方程分數(shù)色噪聲;指數(shù)增長分數(shù)布朗運動;

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1. Comments On 'modeling Fractional Stochastic Systems As Non-random Fractional Dynamics Driven Brownian Motions' [J] . Manuel Duarte Ortigueira Applied Mathematical Modelling . 2009,第5期

機譯：關(guān)于“將分數(shù)隨機系統(tǒng)建模為非隨機分數(shù)動力學(xué)驅(qū)動的布朗運動”的評論
2. Numerical simulation of the Hurst index of solutions of fractional stochastic dynamical systems driven by fractional Brownian motion [J] . Shahnazi-Pour A., Moghaddam B. Parsa, Babaei A. Journal of Computational and Applied Mathematics . 2021,第1期

機譯：分數(shù)布朗運動驅(qū)動的分數(shù)隨機動力系統(tǒng)解決方案的數(shù)值模擬
3. Random attractors of stochastic lattice dynamical systems driven by fractional brownian motions [J] . Gu A. International journal of bifurcation and chaos in applied sciences and engineering . 2013,第3期

機譯：分數(shù)布朗運動驅(qū)動的隨機晶格動力學(xué)系統(tǒng)的隨機吸引子
4. Stability of a Class of Stochastic Dynamic Systems driven by Fractional Brownian Motion [C] . Xinwen Zhang IEEE Information Technology and Mechatronics Engineering Conference . 2020

機譯：分數(shù)布朗運動驅(qū)動的一類隨機動力系統(tǒng)的穩(wěn)定性
5. Malliavin calculus for backward stochastic differential equations and stochastic differential equations driven by fractional Brownian motion and numerical schemes. [D] . Song, Xiaoming. 2011

機譯：Malliavin演算，用于分數(shù)布朗運動和數(shù)值格式驅(qū)動的后向隨機微分方程和隨機微分方程。
6. Analytical Solutions for Multi-Time Scale Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion and Their Applications [O] . Xiao-Li Ding, Juan J. Nieto 2018

機譯：分數(shù)褐色運動及其應(yīng)用驅(qū)動的多時間尺度分數(shù)隨機微分方程的分析解
7. Random Attractors of Stochastic Lattice Dynamical Systems Driven by Fractional Brownian Motions and its Erratum [O] . Gu, Anhui 2014

機譯：隨機格子動力系統(tǒng)的隨機吸引子 ??分數(shù)布朗運動及其錯誤

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Modeling fractional stochastic systems as non-random fractional dynamics driven by Brownian motions

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