%0 Journal Article %T Fractional derivatives of Colombeau generalized stochastic processes defined on R+ %A Danijela Rajter-£¿iri£¿ %J Applicable Analysis and Discrete Mathematics %D 2011 %I University of Belgrade and Academic Mind %R 10.2298/aadm110824020r %X We consider Caputo and Riemann-Liouville fractional derivatives of a Colombeau generalized stochastic process $G$ defined on ${mathbb R}^+$. We give proper definitions and prove that both are Colombeau generalized stochastic processes themselves. We also give a solution to a certain Cauchy problem illustrating the application of the theory. %K Colombeau generalized stochastic processes %K Fractional derivatives %U http://pefmath.etf.rs/vol5num2/AADM-Vol5-No2-283-297.pdf