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Zbl 1185.60063
Ortigueira, Manuel Duarte
Comments on ``Modeling fractional stochastic systems as non-random fractional dynamics driven Brownian motions''. (English)
[J] Appl. Math. Modelling 33, No. 5, 2534-2537 (2009). ISSN 0307-904X

Summary: Some results presented in the paper ``Modeling fractional stochastic systems as non-random fractional dynamics driven Brownian motions'' [{\it G. Jumarie} [Appl. Math. Modelling 32, No. 5, 836--859 (2008; Zbl 1138.60324)] 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.

MSC 2000:: *60H10 Stochastic ordinary differential equations
60G15 Gaussian processes
34F05 ODE with randomness

Keywords: fractional calculus; fractional Brownian motion

Citations: Zbl 1138.60324

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