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By combining the maximum entropy principle with some considerations related to derivatives of fractional order, one is led to suggest a Fokker–Planck 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 ∂p/∂t=(−1)n+1∂2np/∂x2n is exhibited.
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Guy Jumarie (1992) studied this question.
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