A Fokker–Planck equation of fractional order with respect to time
type: Item
instance of: scholarly article
title: A Fokker–Planck equation of fractional order with respect to time
zbMATH Open document ID: 0761.60071
DOI: 10.1063/1.529903
published in: Journal of Mathematical Physics
publication date: 1993-04-01T00:00:00Z
Mathematics Subject Classification ID: 60J70
Mathematics Subject Classification ID: 60K35
zbMATH DE Number: 148121
zbMATH Keywords: Fokker-Planck equation of fractional order
zbMATH Keywords: maximum entropy principle
zbMATH Keywords: fractional Brownian motion
author: Guy Jumarie
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1063/1.529903
OpenAlex ID: W1976417115
cites work: Fractional Brownian Motions, Fractional Noises and Applications
cites work: A signed measure on path space related to Wiener measure
cites work: Generalization of the diffusion equation by using the maximum entropy principle
cites work: Solution of the multivariate Fokker–Planck equation by using a maximum path entropy principle
description: scientific article