Langevin equation with two fractional orders
A new type of fractional Langevin equation of two different orders is introduced. The solutions for this equation, known as the fractional Ornstein-Uhlenbeck processes, based on Weyl and Riemann-Liouville fractional derivatives are obtained. The basic properties of these processes are studied. An ex...
| Main Authors: | , , |
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| Format: | Article |
| Published: |
ELSEVIER SCIENCE BV
2008
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| Subjects: | |
| Online Access: | http://shdl.mmu.edu.my/2172/ |