Explicit solutions to fractional differential equations via generalized gamma convolution

DOI10.1214/ECP.V15-1570MaRDI QIDQ638224zbMATH OpenOpenAlexFDO

Authors 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, http://www.emis.de/journals/EJP-ECP/_ejpecp/ECP/viewarticleccb0.html

zbMATH Keywords

Bessel processesmodified Bessel functionsFox functionsgeneralized Gamma r.v.'sMellin convolution formulastable subordinators

Mathematics Subject Classification ID

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

Abstract: In this paper we deal with Mellin convolution of generalized Gamma densities which leads to integrals of modified Bessel functions of the second kind. Such convolutions allow us to explicitly write the solutions of the time-fractional diffusion equations involving the adjoint operators of a square Bessel process and a Bessel process.

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