Stochastic path summation with memory

DOI10.1142/S201019451560006XzbMath1337.60108OpenAlexW2038967574MaRDI QIDQ2803671

Christopher C. Bernido, M. Victoria Carpio-Bernido

Publication date: 2 May 2016

Published in: International Journal of Modern Physics: Conference Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s201019451560006x

zbMATH Keywords

fractional Brownian motionBrownian motiondiffusion equationmemory propertiesexponentially-modified Brownian motionstochastic path summationwhite noise path integral

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Diffusion processes (60J60) White noise theory (60H40) Stochastic integrals (60H05)

Cites Work

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• Handbook of Feynman path integrals
• Stochastic calculus for fractional Brownian motion and related processes.
• Stochastic Calculus for Fractional Brownian Motion and Applications
• Methods and Applications of White Noise Analysis in Interdisciplinary Sciences

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