Comments on ‘‘Modeling fractional stochastic systems as non-random fractional d...

• Author(s): Ortigueira, M.D.
• Date: 2008
• Persistent ID: http://hdl.handle.net/10362/2412
• Origin: Repositório Institucional da UNL
• Subject(s): Fractional calculus; Grünwald-Letnikov derivative; Fractional Brownian motion
• Document Type: Article
• Language: English

Description

Applied Mathematical Modelling, Vol.33 Some results presented in the paper ‘‘Modeling fractional stochastic systems as nonrandom 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.