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

DOI10.7153/FDC-01-03zbMATH Open1412.60059OpenAlexW2322765276MaRDI QIDQ4626313FDOQ4626313

Authors: Guy Jumarie 

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

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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)

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Cited In (5)

• Generalized pathway entropy and its applications in diffusion entropy analysis and fractional calculus
• Path integral for the probability of the trajectories generated by fractional dynamics subject to Gaussian white noise
• Diffusion entropy method for ultraslow diffusion using inverse Mittag-Leffler function
• A pro rata definition of the fractional-order derivative
• A study on multiterm hybrid multi-order fractional boundary value problem coupled with its stability analysis of Ulam-Hyers type

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