On the probabilistic approach to the solution of generalized fractional differential equations of Caputo and Riemann-Liouville type

zbMath1488.34038arXiv1509.04139MaRDI QIDQ3384973

Vassili N. Kolokol'tsov, Ma. Elena Hernández-Hernández

Publication date: 17 December 2021

Full work available at URL: https://arxiv.org/abs/1509.04139

zbMATH Keywords

stopping timeMittag-Leffler functionsCaputo derivativeFeller processRiemann-Liouville derivativegeneralized fractional operators\(\beta\)-stable subordinator

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Mittag-Leffler functions and generalizations (33E12) Linear ordinary differential equations and systems (34A30) Fractional ordinary differential equations (34A08)

Related Items (6)

Probabilistic solutions to nonlinear fractional differential equations of generalized Caputo and Riemann–Liouville type ⋮ Generalised fractional evolution equations of Caputo type ⋮ Censored stable subordinators and fractional derivatives ⋮ On the solution of two-sided fractional ordinary differential equations of Caputo type ⋮ Stochastic representation of solution to nonlocal-in-time diffusion ⋮ The probabilistic point of view on the generalized fractional partial differential equations

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