Probabilistic solutions to nonlinear fractional differential equations of generalized Caputo and Riemann-Liouville type

DOI10.1080/17442508.2017.1334059zbMATH Open1498.60284OpenAlexW2626455090MaRDI QIDQ5085835FDOQ5085835

Authors: Ma. Elena Hernández-Hernández, Vassili Kolokoltsov 

Publication date: 30 June 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2017.1334059

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zbMATH Keywords

fractional differential equationFeller processboundary pointstable subordinatorcomposite fractional relaxation equationgeneralized Caputo type derivativegeneralized Riemann-Liouville type derivative

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Fractional ordinary differential equations (34A08) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cited In (10)

• Generalised fractional evolution equations of Caputo type
• The probabilistic point of view on the generalized fractional partial differential equations
• On fully mixed and multidimensional extensions of the Caputo and Riemann-Liouville derivatives, related Markov processes and fractional differential equations
• On discrete-time semi-Markov processes
• On the probabilistic approach to the solution of generalized fractional differential equations of Caputo and Riemann-Liouville type
• On the Caputo fractional random boundary value problem
• Some exact solutions of the nonlinear space–time fractional differential equations
• On the solution of two-sided fractional ordinary differential equations of Caputo type
• On the Kolmogorov forward equations within Caputo and Riemann-Liouville fractions derivatives
• On an optimal control problem of time-fractional advection-diffusion equation

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