Please use this identifier to cite or link to this item:
http://hdl.handle.net/10773/28984
Title: | A stochastic fractional calculus with applications to variational principles |
Author: | Zine, Houssine Torres, Delfim F. M. |
Keywords: | Fractional derivatives and integrals Stochastic processes Calculus of variations |
Issue Date: | Sep-2020 |
Publisher: | MDPI |
Abstract: | We introduce a stochastic fractional calculus. As an application, we present a stochastic fractional calculus of variations, which generalizes the fractional calculus of variations to stochastic processes. A stochastic fractional Euler-Lagrange equation is obtained, extending those available in the literature for the classical, fractional, and stochastic calculus of variations. To illustrate our main theoretical result, we discuss two examples: one derived from quantum mechanics, the second validated by an adequate numerical simulation. |
Peer review: | yes |
URI: | http://hdl.handle.net/10773/28984 |
DOI: | 10.3390/fractalfract4030038 |
Publisher Version: | https://www.mdpi.com/2504-3110/4/3/38 |
Appears in Collections: | CIDMA - Artigos DMat - Artigos SCG - Artigos |
Files in This Item:
File | Description | Size | Format | |
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[456]withZine01.pdf | 268.98 kB | Adobe PDF | View/Open |
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