Title of article :
Path integral for the probability of the trajectories generated by fractional dynamics subject to Gaussian white noise
Original Research Article
Author/Authors :
Guy Jumarie، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
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.
Keywords :
Path integral , Path probability , Fractional noise , Fractional Taylor’s series
Journal title :
Applied Mathematics Letters
Journal title :
Applied Mathematics Letters