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A Fokker-Planck equation of fractional order with respect to time. (English) Zbl 0761.60071
Summary: By combining the maximum entropy principle with some considerations related to derivatives of fractional order, one is led to suggest a Fokker-Planck equation 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 $$\partial p/\partial t=(-1)^{n+1}\partial^{2n} p/\partial x^{2n}$$ is exhibited.

##### MSC:
 60J70 Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) 60K35 Interacting random processes; statistical mechanics type models; percolation theory
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##### References:
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