Existence and uniqueness for a class of stochastic time fractional space pseudo-differential equations
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Publication:261248
DOI10.1515/fca-2016-0004zbMath1381.35260OpenAlexW2314008426MaRDI QIDQ261248
Niels Jacob, Ke Hu, Chenggui Yuan
Publication date: 23 March 2016
Published in: Fractional Calculus \& Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/fca-2016-0004
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Pseudodifferential operators as generalizations of partial differential operators (35S05) Mittag-Leffler functions and generalizations (33E12) Laplace transform (44A10) Fractional partial differential equations (35R11)
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Cites Work
- Fractional Cauchy problems on bounded domains
- On an equation being a fractional differential equation with respect to time and a pseudo-differential equation with respect to space related to Lévy-type processes
- Bernstein functions. Theory and applications
- Discrete and continuous random walk models for space-time fractional diffusion
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
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