Comments on ?Modeling fractional stochastic systems as non-random fractional dynamics driven Brownian motions?
- Citation:
- Ortigueira, MD. 2009. Comments on ?Modeling fractional stochastic systems as non-random fractional dynamics driven Brownian motions? Applied Mathematical Modelling. 33:2534–2537., Number 5
Abstract:
Some results presented in the paper ?Modeling fractional stochastic systems as non-random fractional dynamics driven Brownian motions? ?I. Podlubny, Fractional Differential Equations, Academic Press, San Diego, 1999? are discussed in this paper. The slightly modified Grünwald-Letnikov derivative proposed there is used to deduce some interesting results that are in contradiction with those proposed in the referred paper. Keywords: Fractional calculus; Grünwald-Letnikov derivative; Fractional Brownian motion
Notes:
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