Fractional Ornstein-Uhlenbeck noise

DOI10.1016/j.aop.2018.04.019zbMath1390.60144OpenAlexW2800367578MaRDI QIDQ1636077

Sau Fa Kwok

Publication date: 4 June 2018

Published in: Annals of Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aop.2018.04.019

zbMATH Keywords

Langevin equationcolored noiseharmonic oscillatorfractional Ornstein-Uhlenbeck noisesupercapacitor

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (2)

Fractional oscillator noise and its applications ⋮ A class of integro-differential Fokker–Planck equations with space-dependent coefficients

Cites Work

• Unnamed Item
• Unnamed Item
• Maximizing information exchange between complex networks
• Langevin equation with two fractional orders
• Fractional {O}rnstein-{U}hlenbeck processes
• The Fokker-Planck equation. Methods of solutions and applications.
• Chaos, fractional kinetics, and anomalous transport
• The role of fractional calculus in modeling biological phenomena: a review
• On fractional Ornstein-Uhlenbeck processes
• The fractional oscillator process with two indices
• Fractional calculus - A different approach to the analysis of viscoelastically damped structures
• Fractional calculus in the transient analysis of viscoelastically damped structures
• Correlation functions for the fractional generalized Langevin equation in the presence of internal and external noise
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

This page was built for publication: Fractional Ornstein-Uhlenbeck noise