From Sturm-Liouville problems to fractional and anomalous diffusions (Q449235)

This paper concerns the explicit representation of solutions to fractional and anomalous diffusions related to Sturm-Liouville problems of fractional order associated to fractional power function spaces. In particular, the representation of the inverse to a stable subordinator is derived by means of successive compositions of Bessel processes whereas, the representation of stable subordinators is obtained by composing reciprocal Bessel processes. By means of a time-change, the representation of fractional and anomalous diffusion is therefore obtained. Furthermore, results related to the corresponding regular and singular Sturm-Liouville problems have been presented and connections with their stochastic solutions investigated. The author brings the reader's attention to the connections with fractional powers of operators and studies the explicit representations of such operators by exploiting the Mellin transforms and the related convolutions. Indeed, a crucial ingredient is the Mellin convolution of generalized gamma functions in a suitable functions space.