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Cálculo fracionário aplicado ao movimento browniano

2011; Linguagem: Inglês

2639-6459

Alexandre Manenti Britto Pereira dos Santos,

Statistical Distribution Estimation and Applications

This work aims to study several diffusive regimes, especially Brownian motion. We deal with problems involving anomalous diffusion using the method of fractional derivatives and fractional integrals. We introduce concepts of fractional calculus and apply it to the generalized Langevin equation. Through the fractional Laplace transform we calculate the values of diffusion coefficients for two super diffusive cases, verifying the validity of the method.