Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10678560 | Applied Mathematics Letters | 2005 | 10 Pages |
Abstract
It is shown that, by using Taylor's series of fractional order, the stochastic differential equation dx=Ïxdb(t,a), where b(t,a) is a fractional Brownian motion of order a, can be converted into an equation involving fractional derivative, therefore a solution expressed in terms of the Mittag-Leffler function.
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Guy Jumarie,