Fractional boundary value problems

DOI10.1007/S13540-021-00004-0zbMATH Open1503.60111arXiv2107.01135OpenAlexW4210811328WikidataQ114017075 ScholiaQ114017075MaRDI QIDQ2110175FDOQ2110175

Mirko D'Ovidio

Publication date: 21 December 2022

Published in: Fractional Calculus \ Applied Analysis (Search for Journal in Brave)

Abstract: We study some functionals associated with a process driven by a fractional boundary value problem (FBVP for short). By FBVP we mean a Cauchy problem with boundary condition written in terms of a fractional equation, that is an equation involving time-fractional derivative in the sense of Caputo. We focus on lifetimes and additive functionals characterizing the boundary conditions. We show that the corresponding additive functionals are related to the fractional telegraph equations. Moreover, the fractional order of the derivative gives a unified condition including the elastic and the sticky cases among the others.

Full work available at URL: https://arxiv.org/abs/2107.01135

zbMATH Keywords

telegraph processesfractional boundary conditionslifetimesRobin conditionssticky Brownian motionselastic Brownian motionsMittag-Leffler random variablesWentzell conditions

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Fractional partial differential equations (35R11) Boundary theory for Markov processes (60J50) Local time and additive functionals (60J55)

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Cited In (6)

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• A new class of fractional boundary value problems
• Elastic drifted Brownian motions and non-local boundary conditions
• Boundary Problems for the Fractional and Tempered Fractional Operators
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