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

Some results presented in the paper “Modeling fractional stochastic systems as non-random 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.