Article ID Journal Published Year Pages File Type
1710396 Applied Mathematics Letters 2007 7 Pages PDF
Abstract

One considers a fractional stochastic process defined as the dynamics of a non-random fractional system subject to a Gaussian white noise. One shows how the probability distribution of the random paths so generated can be obtained by combining path integrals and the maximum entropy principle.

Related Topics
Physical Sciences and Engineering Engineering Computational Mechanics
Authors
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