Pseudoprocesses related to space-fractional higher-order heat-type equations

DOI10.1080/07362994.2014.911107zbMATH Open1312.60121arXiv1305.6409OpenAlexW2014148973MaRDI QIDQ2875520FDOQ2875520

Authors: Bruno Toaldo, Enzo Orsingher 

Publication date: 8 August 2014

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Abstract: In this paper we construct pseudo random walks (symmetric and asymmetric) which converge in law to compositions of pseudoprocesses stopped at stable subordinators. We find the higher-order space-fractional heat-type equations whose fundamental solutions coincide with the law of the limiting pseudoprocesses. The fractional equations involve either Riesz operators or their Feller asymmetric counterparts. The main result of this paper is the derivation of pseudoprocesses whose law is governed by heat-type equations of real-valued order $gamma>2$. The classical pseudoprocesses are very special cases of those investigated here.

Full work available at URL: https://arxiv.org/abs/1305.6409

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zbMATH Keywords

stable processessubordinatorscontinuous-time random walksRiesz derivativespseudoprocessesFeller fractional operatorsWeyl derivatives

Mathematics Subject Classification ID

Special processes (60K99) Partial differential equations of mathematical physics and other areas of application (35Q99)

Cites Work

• Fractional kinetic equations: solutions and applications
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• Generalized Measures in Function Spaces
• Asymptotic behaviour of the fundamental solution to ∂ u /∂ t = — ( — ∆) ^m u
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Cited In (16)

• On Mellin transforms of solutions of differential equation \(\chi^{(n)}(x)+\gamma_nx\chi (x)=0\)
• Estimates for functionals of solutions to higher-order heat-type equations with random initial conditions
• Probabilistic representation of a solution of the Cauchy problem for evolution equations with Riemann-Liouville operators
• A review on time-changed pseudoprocesses and related distributions
• Probabilistic representation formula for the solution of fractional high-order heat-type equations
• The distribution of the local time for ``pseudoprocesses and its connection with fractional diffusion equations
• Pseudoprocesses related to higher-order equations of vibrations of rods
• Probabilistic representation of fundamental solutions to \(\frac{\partial u}{\partial t} = \kappa _m \frac{\partial^m u}{\partial x^m}\)
• Pseudo-processes governed by higher-order fractional differential equations
• On the generalized mass transfer with a chemical reaction: fractional derivative model
• Symmetric \(\alpha\)-stable distributions with noninteger \(\alpha > 2\) and related stochastic processes
• An Analogue of the Feynman--Kac Formula for a High-Order Operator
• On behaviors of the stochastic pseudo processes governed by third-order heat type equations
• On fractional calculus of \(\mathcal A_{2n+1}(x)\) function
• General Airy-type equations, heat-type equations and pseudo-processes
• Stable distributions and pseudo-processes related to fractional Airy functions

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