Explicit solutions to fractional differential equations via generalized gamma convolution

DOI10.1214/ECP.V15-1570zbMath1226.60109arXiv1004.2852OpenAlexW2120340412MaRDI QIDQ638224

Mirko D'Ovidio

Publication date: 9 September 2011

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.2852

zbMATH Keywords

modified Bessel functionsBessel processesFox functionsgeneralized Gamma r.v.'sMellin convolution formulastable subordinators

Mathematics Subject Classification ID

Brownian motion (60J65) Fractional derivatives and integrals (26A33) Diffusion processes (60J60)

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