ON SOME CLASSES OF FRACTIONAL STOCHASTIC DYNAMICAL SYSTEMS

  • Tran Hung Thao
Keywords: Fractional Brownian motion, fractional stochastic dynamics

Abstract

A simple method for investigating two classes of fractional stochastic dynamical systems previously studied by other authors is proposed. Based on a practical approach to fractional SDE’s, the method gives an effective and easy way for practioners to solve fractional stochastic problems related to these classes. Some well-known particular cases are discussed using this approach.

Published
2020-02-06