Explicit solutions of some fractional partial differential equations via stable subordinators (Q995844): Difference between revisions

Summary: The aim of this work is to represent the solutions of one-dimensional fractional partial differential equations (FPDEs) of order \((\alpha\in\mathbb R_+\setminus\mathbb N)\) in both quasi-probabilistic and probabilistic ways. The canonical processes used are generalizations of stable Lévy processes. The fundamental solutions of the fractional equations are given as functionals of stable subordinators. As a consequence of this representation, an explicit form is given to the density of the 3/2-stable law and to the density of escaping island vicinity in vortex medium. Other connected FPDEs are also considered.