Fractional derivatives of multidimensional Colombeau generalized stochastic processes

DOI10.2478/S13540-013-0058-ZMaRDI QIDQ2347383zbMATH OpenOpenAlexFDO

Authors Danijela Rajter-Ćirić, Mirjana Stojanović

Publication date 27 May 2015

Published in Fractional Calculus \ Applied Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported

Full work available at URL https://doi.org/10.2478/s13540-013-0058-z

zbMATH Keywords

Caputo fractional derivativesColombeau generalized stochastic processespartial fractional derivatives

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Generalized stochastic processes (60G20) Generalized functions for nonlinear analysis (Rosinger, Colombeau, nonstandard, etc.) (46F30)

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Cited in

(8)

• A note on fractional derivatives of Colombeau generalized stochastic processes.
• Fractional derivatives of Colombeau generalized stochastic processes defined on \(\mathbb R^+\).
• Foundation of the fractional calculus in generalized function algebras
• On fully mixed and multidimensional extensions of the Caputo and Riemann-Liouville derivatives, related Markov processes and fractional differential equations
• Convolution-type derivatives and transforms of Colombeau generalized stochastic processes
• Extension of Mikhlin multiplier theorem to fractional derivatives and stable processes
• Fractional differentiation in the self-affine case. II: Extremal processes
• Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise

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