Fractional Cauchy problems on bounded domains

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DOI10.1214/08-AOP426zbMath1247.60078arXiv0802.0673MaRDI QIDQ2270607

Erkan Nane, Mark M. Meerschaert, Palaniappan Vellaisamy

Publication date: 28 July 2009

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0802.0673

zbMATH Keywords

Cauchy problem boundary value problem bounded domain Caputo derivative fractional diffusion iterated Brownian motion uniformly elliptic operator Brownian subordinator

Mathematics Subject Classification ID

Series solutions to PDEs (35C10) Stochastic processes (60G99)

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