The Fractional Chapman-Kolmogorov Equation
Disordered Systems and Neural Networks
2009-11-13 v1
Abstract
The Chapman-Kolmogorov equation with fractional integrals is derived. An integral of fractional order is considered as an approximation of the integral on fractal. Fractional integrals can be used to describe the fractal media. Using fractional integrals, the fractional generalization of the Chapman-Kolmogorov equation is obtained. From the fractional Chapman-Kolmogorov equation, the Fokker-Planck equation is derived.
Cite
@article{arxiv.0710.0809,
title = {The Fractional Chapman-Kolmogorov Equation},
author = {Vasily E. Tarasov},
journal= {arXiv preprint arXiv:0710.0809},
year = {2009}
}
Comments
12 pages, LaTeX