Fractional probability is a synthesis of continuous probability and fractional calculus. More precisely, it is a reformulation of the fractional paradigm onto a rigorous foundation—a foundation of counting and measure which incorporates fractal sets into its inherent assumptions.

Topics includes:

measure theory
fractals
fractional-order probability distributions - This is the generalization/extension of fundamental probability distributions/densities to arbitrary dimension. The generalizations are in most cases quite trivial mathematically, such as changing the range of an exponent from natural numbers to complex numbers. However, more explanation is demanded, and provided, for the development of geometric intuition.
fractional brownian motion
non-gaussian diffusion

Related topics include:

fractional paradigm - The mother topic.
fractional calculus - Integration on these sets. This is built on top of the current subject, and pedagogically follows.
multifractals - The most natural structures.