Journal of Prime Research in Mathematics

# Some properties of fractional Ornstein-Uhlenbeck process

S. C. Lim
Faculty of Engineering, Multimedia University, Cyberjaya 63100, Selangor DE, Malaysia.

$$^{1}$$Corresponding Author: sclim@mmu.edu.my

### Abstract

We study the solution of fractional Langevin equation at both zero and positive temperature. The partition function and other thermodynamic properties associated with the solution (or the fractional Ornstein-Uhlenbeck process) can be obtained by using the generalized zeta function and the heat kernel techniques.