Langevin Equation on Fractal Curves

Abstract

We analyse a random motion of a particle on a fractal curve, using Langevin approach. This involves defining a new velocity in terms of mass of the fractal curve, as defined in recent work. The geometry of the fractal curve, hence plays an important role in this analysis. A Langevin equation with a particular noise model is thus proposed and solved using techniques of the newly developed $F^\alpha$-Calculus .