Riemann–Liouville and Weyl fractional oscillator processes

Two types of oscillator processes can be obtained as solutions to fractional Langevin equation based on Riemann-Liouville and Weyl fractional integro-differential operators. The relation between these fractional oscillator processes and the corresponding fractional Brownian motion is considered. Gen...

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Bibliographic Details
Main Authors: Lim, S. C., Eab, Chai Hok
Format: Article
Language:English
Published: Elsevier Science 2006
Subjects:
Online Access:http://shdl.mmu.edu.my/1953/
http://shdl.mmu.edu.my/1953/1/Riemann%E2%80%93Liouville%20and%20Weyl%20fractional%20oscillator%20processes.pdf