The Fractional Chapman-Kolmogorov Equation

Details The Fractional Chapman-Kolmogorov Equation The Fractional Chapman-Kolmogorov Equation

2007-10-03

arxiv.org/abs/0710.0809v1

Modern Physics Letters B 21 (2007) 163-174

Physics

Condensed Matter

Disordered Systems and Neural Networks

12 pages, LaTeX

Scientific paper

10.1142/S0217984907012712

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.

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