On the fractional counterpart of the higher-order equations (Q645451)

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On the fractional counterpart of the higher-order equations
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    On the fractional counterpart of the higher-order equations (English)
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    15 November 2011
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    The paper is devoted to fractional differential equations and initial conditions satisfied by densities of marginal distributions of various special stochastic processes and pseudo-processes. In particular, the author finds fractional Cauchy problems for the density corresponding to the inverse stable subordinator of index \(\nu /n\), \(0<\nu <1\), \(n\in \mathbb N\), and for the density of the stable subordinator itself of the same index. Explicit expressions are found for solutions of Cauchy problems corresponding to compositions of some classical processes.
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    fractional differential equation
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    subordinator
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    pseudo-process
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