On fully mixed and multidimensional extensions of the Caputo and Riemann-Liouville derivatives, related Markov processes and fractional differential equations

DOI10.1515/fca-2015-0060zbMath1321.26013arXiv1501.03925OpenAlexW2964072782MaRDI QIDQ2517206

Vassili N. Kolokol'tsov

Publication date: 17 August 2015

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

Full work available at URL: https://arxiv.org/abs/1501.03925

zbMATH Keywords

Markov processesboundary value problemRiemann-Liouville fractional derivativeCaputo fractional derivativecrossing a boundary

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Boundary value problems for PDEs with pseudodifferential operators (35S15) Boundary theory for Markov processes (60J50) Fractional ordinary differential equations (34A08)

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