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Comments on “Modeling fractional stochastic systems as non-random fractional dynamics driven Brownian motions”. (English) Zbl 1185.60063
Summary: Some results presented in the paper “Modeling fractional stochastic systems as non-random fractional dynamics driven Brownian motions” [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:
60H10Stochastic ordinary differential equations
60G15Gaussian processes
34F05ODE with randomness
References:
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[9]Ortigueira, M. D.; Batista, A. G.: On the relation between the fractional Brownian motion and the fractional derivatives, Phys. lett. A 372, 958-968 (2008) · Zbl 1217.26016 · doi:10.1016/j.physleta.2007.08.062