Journal of Prime Research in Mathematics
Vol. 1 (2005), Issue 1, pp. 193 – 205
ISSN: 1817-3462 (Online) 1818-5495 (Print)
ISSN: 1817-3462 (Online) 1818-5495 (Print)
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
Copyright © 2005 S. C. Lim. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Published: December, 2005.
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.