High-order fractional linear differential equations do not describe stochastic processes with finite state space
The replacement of the classical derivative in the governing equation of a continuous-time Markov process with finite state space by a fractional derivative of arbitrary order $α>1$ produces solutions that are mathematically incompatible with the theory of stochastic processes.
Authors
- P. Van Mieghem
Publication Details
- Journal
- arXiv (Cornell University)
- Published
- 2026-11-02
- DOI
- https://doi.org/10.48550/arxiv.2611.02954
- Primary Topic
- Fractional Differential Equations Solutions
- Type
- preprint