On the relation between the fractional Brownian motion and the fractional derivatives

Physics Letters A, vol. 372; Issue 7

Bibliographic Details
Main Author: Ortigueira, M.D. (author)
Other Authors: Batista, A. G. (author)
Format: article
Language:eng
Published: 2010
Subjects:
Forward and backward fractional derivatives
Generalised Cauchy derivative
Liouville derivative
Differintegration
Central fractional derivatives
Fractional stochastic process
Fractional Brownian motion
Online Access:http://hdl.handle.net/10362/2416
Country:Portugal
Oai:oai:run.unl.pt:10362/2416

Internet

http://hdl.handle.net/10362/2416

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