Time fractional equations and probabilistic representation

DOI10.1016/j.chaos.2017.04.029zbMath1374.60122arXiv1703.01739OpenAlexW2592114611MaRDI QIDQ1677766

Zhen-Qing Chen

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/1703.01739

zbMATH Keywords

subordinatoroccupation measureLévy measureinverse subordinatorfractional-time derivative

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Applications of stochastic analysis (to PDEs, etc.) (60H30) Functional-differential equations with fractional derivatives (34K37)

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Cites Work

• Analysis of a nonlocal-in-time parabolic equation
• Triangular array limits for continuous time random walks
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