Fractional oscillator driven by a Gaussian noise

The time-dependent response is studied of a fractional oscillator driven by a Gaussian white noise. Applying the method of characteristic functionals combined with the technique of integral transforms, we derive explicit formulas for the variances of position and velocity and the asymptotic power spectrum of the oscillator. The effects of the order of fractional derivative on statistical characteristics of the oscillator are analyzed numerically.

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Year of publication:	2007
Authors:	Drozdov, A.D.
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 376.2007, C, p. 237-245
Publisher:	Elsevier
Subject:	Fractional oscillator \| White noise \| Characteristic functional

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010589219