Fractional boundary value problems

DOI10.1007/S13540-021-00004-0MaRDI QIDQ2110175zbMATHOpenAlexWikidataFDO

Authors Mirko D'Ovidio

Publication date 21 December 2022

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

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)

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.

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