PreprintCC BY-NC-ND 4.0arXiv
High-order fractional linear differential equations do not describe stochastic processes with finite state space
Abstract
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.
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BibTeX
@misc{mieghem2026highorder,
title = {{High-order fractional linear differential equations do not describe stochastic processes with finite state space}},
author = {P. Van Mieghem},
howpublished = {arXiv},
year = {2026},
month = nov,
doi = {10.48550/arxiv.2611.02954},
eprint = {2611.02954},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2611.02954},
note = {CC BY-NC-ND 4.0},
}
RIS
TY - UNPB
TI - High-order fractional linear differential equations do not describe stochastic processes with finite state space
AU - P. Van Mieghem
PY - 2026
DA - 2026/11/02
PB - arXiv
DO - 10.48550/arxiv.2611.02954
UR - https://arxiv.org/abs/2611.02954
AB - 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.
ER -