Generalised fractional evolution equations of Caputo type

DOI10.1016/J.CHAOS.2017.05.005MaRDI QIDQ1677770zbMATH OpenOpenAlexFDO

Authors Ma. Elena Hernández-Hernández, Vassili Kolokoltsov, Lorenzo Toniazzi

Publication date 13 November 2017

Published in Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1706.00319, http://wrap.warwick.ac.uk/88823/7/WRAP-generalised-fractional-evolution-equations-caputo-Kolokoltsov-2017.pdf

zbMATH Keywords

stopping timeFeller processMittag-Leffler functionsfractional evolution equationboundary point\(\beta\)-stable subordinatorgeneralised derivatives of Caputo type

Mathematics Subject Classification ID

Explicit solutions, first integrals of ordinary differential equations (34A05) Fractional ordinary differential equations (34A08) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Abstract: This paper is devoted to the study of generalised time-fractional evolution equations involving Caputo type derivatives. Using analytical methods and probabilistic arguments we obtain well-posedness results and stochastic representations for the solutions. These results encompass known linear and non-linear equations from classical fractional partial differential equations such as the time-space-fractional diffusion equation, as well as their far reaching extensions. \ Meaning is given to a probabilistic generalisation of Mittag-Leffler functions.

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