Brownian subordinators and fractional Cauchy problems

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Publication:3631880

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DOI10.1090/S0002-9947-09-04678-9zbMath1186.60079arXiv0705.0168MaRDI QIDQ3631880

Erkan Nane, Mark M. Meerschaert, Boris Baeumer

Publication date: 22 June 2009

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0705.0168

zbMATH Keywords

Cauchy problem Lévy process Caputo derivative fractional diffusion iterated Brownian motion Brownian subordinator

Mathematics Subject Classification ID

Brownian motion (60J65) Fractional derivatives and integrals (26A33) Diffusion processes (60J60)

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