Related papers: A Stochastic Fractional Calculus with Applications…
In this article, we first establish derivative formulae for fractional Gruschin type process, which generalize the result of Wang (J Theor Probab 27:80--95, Theorem 1.1, 2012). Since we work on a non-Markovian context, some technical…
The friction force is derived using fractional calculus by considering the non-uniform flow of time in dissipative processes. The approach incorporates inhomogeneous velocity without unphysical approximations, resulting in a Lagrangian…
Fractional calculus is a generalization of classical theories of integration and differentiation to arbitrary order (i.e., real or complex numbers). In the last two decades, this new mathematical modeling approach has been widely used to…
In this review, we present some fundamental classical and quantum phenomena in view of time fractional formalism. Time fractional formalism is a very useful tool in describing systems with memory and delay. We hope that this study can…
The aim of this paper is to bring together a new type of quantum calculus, namely $p $-calculus, and variational calculus. We develop $p $-variational calculus and obtain a necessary optimality condition of Euler-Lagrange type and a…
Using a variational technique, we generalize the statistical physics approach of learning from random examples to make it applicable to real data. We demonstrate the validity and relevance of our method by computing approximate estimators…
We introduce and develop the Hahn symmetric quantum calculus with applications to the calculus of variations. Namely, we obtain a necessary optimality condition of Euler-Lagrange type and a sufficient optimality condition for variational…
We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…
We consider the Cauchy problem for stochastic fractional evolution equations with Caputo time fractional derivative of order $1<\alpha<2$ and space variable coefficients on an unbounded domain. The space derivatives that appear in the…
We consider a general problem of the calculus of variations on time scales with a cost functional that is the composition of a certain scalar function with delta and nabla integrals of a vector valued field. Euler-Lagrange delta-nabla…
Physical and mathematical applications of fractional Poisson probability distribution have been presented. As a physical application, a new family of quantum coherent states has been introduced and studied. As mathematical applications, we…
In this paper we consider the problem of the calculus of variations for a functional which is the composition of a certain scalar function $H$ with the delta integral of a vector valued field $f$, i.e., of the form…
The article concerns the problem if a~given system of differential equations is identical with the Euler--Lagrange system of an~appropriate variational integral. Elementary approach is applied. The main results involve the determination of…
We prove Noether-type theorems for fractional isoperimetric variational problems with Riemann-Liouville derivatives. Both Lagrangian and Hamiltonian formulations are obtained. Illustrative examples, in the fractional context of the calculus…
We relate the convergence of time-changed processes driven by fractional equations to the convergence of corresponding Dirichlet forms. The fractional equations we dealt with are obtained by considering a general fractional operator in…
The aim of this paper is to study certain problems of calculus of variations, that are dependent upon a Lagrange function on a Caputo-type fractional derivative. This type of fractional operator is a generalization of the Caputo and the…
In this work at first the relation the Mittag-Lefler function to the exponential is given. The results are applied to the construction of the solution of Cauchy problem for ordinary linear operator differential equations with constant…
In this paper, we introduce a new classical fractional particle model incorporating fractional first derivatives. This model represents a natural extension of the standard classical particle with kinetic energy being quadratic in fractional…
In this paper we develop a fractional Hamiltonian formulation for dynamic systems defined in terms of fractional Caputo derivatives. Expressions for fractional canonical momenta and fractional canonical Hamiltonian are given, and a set of…
The essentials of fractional calculus according to different approaches that can be useful for our applications in the theory of probability and stochastic processes are established. In addition to this, from this fractional integral one…