Régularisation de léquation de Langevin en dimension 1 par le mouvement Brownien fractionnaireReportar como inadecuado




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* Corresponding author 1 LMB - Laboratoire de Mathématiques de Besançon

Abstract : The main goal of this paper is to provide a fractional stochastic differential equation modelling the physical phenomena governed by the Langevin equation in 1-dimension. A generalized equation leaning on the fractional Brownian motion fBm will be proposed, the later will allow a description of the complexity of the physical systems which escape any prediction of the of the standard Langevin equation. We shall begin at first to remind the basic notions of the standard Brownian motion Bm and the fractional Brownian motion fBm, then, we shall establish a generalization to long memory of the Langevin equation.





Autor: Lounis Tewfik - Saïd Bouabdellah -

Fuente: https://hal.archives-ouvertes.fr/



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