This paper is a contribution to the general program of embedding theories of dynamical systems. Following our previous work on the Stochastic embedding theory developed with S. Darses, we define the fractional embedding of differential operators and ordinary differential equations. We construct an operator combining in a symmetric way the left and right (Riemann-Liouville) fractional derivatives. For Lagrangian systems, our method provide a fractional Euler-Lagrange equation. We prove, developing the corresponding fractional calculus of variations, that such equation can be derived via a fractional least-action principle. We then obtain naturally a fractional Noether theorem and a fractional Hamiltonian formulation of fractional Lagrangian systems. All these constructions are coherents, i.e. that the embedding procedure is compatible with the fractional calculus of variations. We then extend our results to cover the Ostrogradski formalism. Using the fractional embedding and following a previous work of F. Riewe, we obtain a fractional Ostrogradski formalism which allows us to derive non-conservative dynamical systems via a fractional generalized least-action principle. We also discuss the Whittaker equation and obtain a fractional Lagrangian formulation. Last, we discuss the fractional embedding of continuous Lagrangian systems. In particular, we obtain a fractional Lagrangian formulation of the classical fractional wave equation introduced by Schneider and Wyss as well as the fractional diffusion equation.Comment: 62 page

Most physical systems are modeled by an ordinary or a partial differential equation, like the n-body problem in celestial mechanics. In some cases, for example, when studying the long term behavior of the solar system or for complex systems, there exist elements which can influence the dynamics of the system which are not well modeled or even known. One way to take these problems into account consists of looking at the dynamics of the system on a larger class of objects that are eventually stochastic. In this paper, we develop a theory for the stochastic embedding of ordinary differential equations. We apply this method to Lagrangian systems. In this particular case, we extend many results of classical mechanics, namely, the least action principle, the Euler-Lagrange equations, and Noether's theorem. We also obtain a Hamiltonian formulation for our stochastic Lagrangian systems. Many applications are discussed at the end of the paper.