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

DOI10.1080/07362994.2014.911107MaRDI QIDQ2875520zbMATH OpenOpenAlexFDO

Authors Bruno Toaldo, Enzo Orsingher

Publication date 8 August 2014

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

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

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)

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.

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Cites work

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Cited in

(16)

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

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