Fractional Langevin type equations for white noise distributions

DOI10.1515/fca-2021-0050zbMath1498.60298OpenAlexW3196107918MaRDI QIDQ2236855

Un Cig Ji, Mi Ra Lee, Peng-Cheng Ma

Publication date: 26 October 2021

Published in: Fractional Calculus \& Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/fca-2021-0050

zbMATH Keywords

fractional calculuswhite noise theoryLangevin type equationinfinite dimensional Laplaciangeneralized Fourier-Gauss transformgeneralized Fourier-Mehler transform

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) White noise theory (60H40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

The overdamped generalized Langevin equation with Hermite noise

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