Régularisation de l'équation de Langevin en dimension 1 par le mouvement Brownien fractionnaire

Loading...
Thumbnail Image

Date

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

The main goal of this paper is to provide a fractional stochastic differential equation modelling the physical phenomena governed by the Langevin equation in 1-dimension. A generalized equation leaning on the fractional Brownian motion (fBm) will be proposed, the later will allow a description of the complexity of the physical systems which escape any prediction of the of the standard Langevin equation. We shall begin at first to remind the basic notions of the standard Brownian motion (Bm) and the fractional Brownian motion (fBm), then, we shall establish a generalization to long memory of the Langevin equation.

Citation

Consulte el texto completo en el siguiente enlace:

Collections