A FOKKER-PLANCK EQUATION OF FRACTIONAL ORDER WITH RESPECT TO TIME

被引:49
作者
JUMARIE, G
机构
[1] Department of Mathematics and Computer Science, Université du Québec à Montréal, Montréal, Que. H3C 3P8, P.O. Box 8888, St A
关键词
D O I
10.1063/1.529903
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
By combining the maximum entropy principle with some considerations related to derivatives of fractional order, one is led to suggest a Fokker-Planck of fractional order with respect to time, which could be related to dynamical systems subject to fractional Brownian motion. The relation with the process associated with the equation partial derivative p/partial derivative t = (-1)n+1 partial derivative (2n)p/partial derivative x2n is exhibited.
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页码:3536 / 3542
页数:7
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