Path probability of random fractional systems defined by white noises in coarse-grained time. Application of fractional entropy

DOI10.7153/fdc-01-03zbMath1412.60059OpenAlexW2322765276MaRDI QIDQ4626313

Guy Jumaric

Publication date: 27 February 2019

Published in: Fractional Differential Calculus (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.7153/fdc-01-03

zbMATH Keywords

maximum entropy principledistributed optimizationmodified Riemann-Liouville derivativefractional Taylor seriespath probability densityentropy of fractional orderfractional stochastic processes

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Fractional derivatives and integrals (26A33)

Related Items (3)

Diffusion entropy method for ultraslow diffusion using inverse Mittag-Leffler function ⋮ A study on multiterm hybrid multi-order fractional boundary value problem coupled with its stability analysis of Ulam-Hyers type ⋮ A pro rata definition of the fractional-order derivative

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