STOCHASTIC SOLUTIONS OF A CLASS OF HIGHER ORDER CAUCHY PROBLEMS IN ℝd

DOI10.1142/S021949371000298XzbMath1205.60129arXiv0809.4824OpenAlexW3103881075MaRDI QIDQ4932787

Erkan Nane

Publication date: 7 October 2010

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0809.4824

zbMATH Keywords

heat equationexit timebounded domainCaputo fractional derivativefractional diffusion\(k\)-iterated Brownian motionBrownian-time Brownian motion of Allouba and Zhenghigher of Cauchy problemsiterated Brownian motion of Burdzy

Mathematics Subject Classification ID

Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Stable stochastic processes (60G52)

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