Based on recent studies by Guy Jumarie [1] which defines probability density of fractional order and fractional moments by using fractional calculus (fractional derivatives and fractional integration), this study expands the concept of probability density of fractional order by defining the fractional probability measure, which leads to a fractional probability theory parallel to the classical ...

Classical and anomalous diffusion equations employ integer derivatives, fractional derivatives, and other pseudodifferential operators in space. In this paper we show that replacing the integer time derivative by a fractional derivative subordinates the original stochastic solution to an inverse stable subordinator process whose probability distributions are Mittag-Leffler type. This leads to e...

In this paper, the fractional partial differential equations are defined by modified Riemann-Liouville fractional derivative. With the help of fractional derivative and fractional complex transform, these equations can be converted into the nonlinear ordinary differential equations. By using solitay wave ansatz method, we find exact analytical solutions of the space-time fractional Zakharov Kuz...

Fundamental solutions of space-time fractional diffusion equations can be interpret as probability density functions. This fact creates a strong link with stochastic processes. Recasting probability density functions in terms of subordination laws has emerged to be important to built up stochastic processes. In particular, for diffusion processes, subordination can be understood as a diffusive ...

using the riemann-liouville fractional differintegral operator, the lie theory is reformulated. the fractional poisson bracket over the fractional phase space as 3n state vector is defined to be the fractional lie derivative. its properties are outlined and proved. a theorem for the canonicity of the transformation using the exponential operator is proved. the conservation of its generator is p...

Anomalous transport in a tilted periodic potential is investigated numerically within the framework of the fractional Fokker-Planck dynamics via the underlying continuous-time random walk. An efficient numerical algorithm is developed which is applicable for an arbitrary potential. This algorithm is then applied to investigate the fractional current and the corresponding nonlinear mobility in d...

Ideas from probability can be very useful to understand and motivate fractional calculus models for anomalous diffusion. Fractional derivatives in space are related to long particle jumps. Fractional time derivatives code particle sticking and trapping. This probabilistic point of view also leads to some interesting extensions, including vector fractional derivatives, and tempered fractional de...

The Liouville and first Bogoliubov hierarchy equations with derivatives of noninteger order are derived. The fractional Liouville equation is obtained from the conservation of probability to find a system in a fractional volume element. This equation is used to obtain Bogoliubov hierarchy and fractional kinetic equations with fractional derivatives. Statistical mechanics of fractional generaliz...

Abstract The integral transform method based on joint application of a fractional generalization of the Fourier transform and the classical Laplace transform is applied for solving Cauchy-type problems for the time-space fractional diffusion-wave equations expressed in terms of the Caputo time-fractional derivative and the generalized Weyl space-fractional operator. The solutions, representing ...