Fractional Diffusion--Telegraph Equations and Their Associated Stochastic Solutions

DOI10.1137/S0040585X97T988812zbMath1405.60086arXiv1307.1696MaRDI QIDQ4580431

Federico Polito, Mirko D'Ovidio

Publication date: 15 August 2018

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.1696

zbMATH Keywords

fractional derivativestochastic solutionPrabhakar operatorregularized Prabhakar derivativeLévy processetime-changed processe

Mathematics Subject Classification ID

Integral representations of solutions to PDEs (35C15) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Solutions to PDEs in closed form (35C05) Fractional partial differential equations (35R11)

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