TY - JOUR
T1 - Comments on “Modeling fractional stochastic systems as non-random fractional dynamics driven Brownian motions”
AU - Ortigueira, Manuel Duarte
AU - DEE Group Author
PY - 2009/1/1
Y1 - 2009/1/1
N2 - 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.
AB - 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.
U2 - 10.1016/j.apm.2008.05.018
DO - 10.1016/j.apm.2008.05.018
M3 - Article
SN - 0307-904X
VL - 33
SP - 2534
EP - 2537
JO - Applied Mathematical Modelling
JF - Applied Mathematical Modelling
IS - 5
ER -