On the solution of two-sided fractional ordinary differential equations of Caputo type

DOI10.1515/FCA-2016-0072zbMATH Open1357.34014arXiv1701.04912OpenAlexW2564837231MaRDI QIDQ501517FDOQ501517

Authors: Ma. Elena Hernández-Hernández, Vassili Kolokoltsov 

Publication date: 9 January 2017

Published in: Fractional Calculus \ Applied Analysis (Search for Journal in Brave)

Abstract: This paper provides well-posedness results and stochastic representations for the solutions to equations involving both the right- and the left-sided generalized operators of Caputo type. As a special case, these results show the interplay between two-sided fractional differential equations and two-sided exit problems for certain L'evy processes.

Full work available at URL: https://arxiv.org/abs/1701.04912

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zbMATH Keywords

stopping timeFeller processboundary pointgeneralized Caputo type derivativestwo-sided fractional equationsLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional derivatives and integrals (26A33) Fractional ordinary differential equations (34A08)

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Cited In (8)

• Time fractional Poisson equations: representations and estimates
• Mixed fractional differential equations and generalized operator-valued Mittag-Leffler functions
• The probabilistic point of view on the generalized fractional partial differential equations
• On the probabilistic approach to the solution of generalized fractional differential equations of Caputo and Riemann-Liouville type
• On the solutions of Caputo-Hadamard Pettis-type fractional differential equations
• Extension of Mikhlin multiplier theorem to fractional derivatives and stable processes
• Abstract McKean-Vlasov and Hamilton-Jacobi-Bellman equations, their fractional versions and related forward-backward systems on Riemannian manifolds
• On the Kolmogorov forward equations within Caputo and Riemann-Liouville fractions derivatives

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