Fractional diffusion-type equations with exponential and logarithmic differential operators

DOI10.1016/J.SPA.2017.09.013zbMATH Open1388.60091arXiv1601.01476OpenAlexW2223688510WikidataQ115566903 ScholiaQ115566903MaRDI QIDQ1635909FDOQ1635909

Authors: L. Beghin 

Publication date: 1 June 2018

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: We deal with some extensions of the space-fractional diffusion equation, which is satisfied by the density of a stable process (see Mainardi, Luchko, Pagnini (2001)): the first equation considered here is obtained by adding an exponential differential operator expressed in terms of the Riesz-Feller derivative. We prove that this produces a random additional term in the time-argument of the corresponding stable process, which is represented by the so-called Poisson process with drift. Analogously, if we add, to the space-fractional diffusion equation, a logarithmic differential operator involving the Riesz-derivative, we obtain, as a solution, the transition semigroup of a stable process subordinated by an independent gamma subordinator with drift. Finally, we show that a non-linear extension of the space-fractional diffusion equation is satisfied by the transition density of the process obtained by time-changing the stable process with an independent linear birth process with drift.

Full work available at URL: https://arxiv.org/abs/1601.01476

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zbMATH Keywords

Yule-Furry processRiesz-Feller derivativefractional exponential operatorfractional logarithmic operatorgamma process with drift

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Fractional ordinary differential equations (34A08) Stable stochastic processes (60G52) Mittag-Leffler functions and generalizations (33E12)

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Cited In (8)

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• Solutions of fractional diffusion equations and Cattaneo-Hristov diffusion model
• Prabhakar Lévy processes
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• A pseudo-spectral method for time distributed order two-sided space fractional differential equations
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