Abstract
Abstract Generalization of the variational formulation of the Onsager–Machlup thermodynamic theory of fluctuation is considered. Within the framework of variational theory, we introduce the time-dependent generalized normal distribution and Hamilton–Jacobi equation. The family of higher-order partial differential equations, which generalize classical Fokker–Planck equation, is considered. It is shown that proposed theory can be used for describing anomalous diffusion.
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