Some properties of fractional Ornstein-Uhlenbeck process

Authors

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

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.

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Published

2005-12-31

How to Cite

Some properties of fractional Ornstein-Uhlenbeck process. (2005). Journal of Prime Research in Mathematics, 1(1), 193 – 205. https://jprm.sms.edu.pk/index.php/jprm/article/view/10