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A probabilistic interpretation of the fractional-order differentiation

dc.contributor.authorTenreiro Machado, J. A.
dc.date.accessioned2019-04-09T15:37:05Z
dc.date.available2019-04-09T15:37:05Z
dc.date.issued2003
dc.description.abstractThe theory of fractional calculus (FC) is a useful mathematical tool for applied sciences. Nevertheless, FC is somehow hard to tackle and only in the last decades researchers were motivated for the application of the associated concepts. There are several reasons for this state of affairs, namely the apparent 'sufficient' of classical differential calculus for real-world applications, the plethora of different definitions for fractional derivatives and integrals and the lack of simple interpretation for such formulae. in what concerns the FC usefulness in the case of chaos and fractals lead to the development of fractional-order models and algorithms. On the other hand, the conceptual analysis of a fractional integral or a fractional derivate has also been addressed, but a simple interpretation is not yet completely established. This paper discusses a probabilistic interpretation of the fractional-order derivate, based on the Grunwald-Letnikov definition, that reduces to the standard geometric interpretation for the limit cases of integer order, namely for the derivatives of order one and zero.pt_PT
dc.description.versionN/Apt_PT
dc.identifier.issn1311-0454
dc.identifier.urihttp://hdl.handle.net/10400.22/13509
dc.language.isoengpt_PT
dc.subjectFractional derivativept_PT
dc.subjectFractional Calculuspt_PT
dc.subjectGeometric interpretationpt_PT
dc.subjectProbabilistic interpretationpt_PT
dc.titleA probabilistic interpretation of the fractional-order differentiationpt_PT
dc.typejournal article
dspace.entity.typePublication
oaire.citation.endPage79pt_PT
oaire.citation.startPage73pt_PT
oaire.citation.titleFractional Calculus and Applied Analysispt_PT
oaire.citation.volume6pt_PT
person.familyNameTenreiro Machado
person.givenNameJ. A.
person.identifier.ciencia-id7A18-4935-5B29
person.identifier.orcid0000-0003-4274-4879
person.identifier.ridM-2173-2013
person.identifier.scopus-author-id55989030100
rcaap.rightsopenAccesspt_PT
rcaap.typearticlept_PT
relation.isAuthorOfPublication82cd5c17-07b6-492b-b3e3-ecebdad1254f
relation.isAuthorOfPublication.latestForDiscovery82cd5c17-07b6-492b-b3e3-ecebdad1254f

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