Stochastic solutions of conformable fractional Cauchy problems
From MaRDI portal
Publication:514130
DOI10.1016/j.spl.2017.01.012zbMath1417.35218arXiv1606.07010OpenAlexW2963566259MaRDI QIDQ514130
Erkan Nane, Ali Kurt, Yücel Çenesiz
Publication date: 28 February 2017
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1606.07010
Cauchy problemLévy processconformable time fractional derivativetime-change by deterministic nonlinear clocks
Applications of stochastic analysis (to PDEs, etc.) (60H30) PDEs with randomness, stochastic partial differential equations (35R60) Fractional partial differential equations (35R11)
Related Items
A modified quasi-boundary value method for a backward problem for the inhomogeneous time conformable fractional heat equation in a cylinder ⋮ Exponential quasi-synchronization of conformable fractional-order complex dynamical networks ⋮ On a problem for the nonlinear diffusion equation with conformable time derivative ⋮ On an initial inverse problem for a diffusion equation with a conformable derivative ⋮ Conformable derivative approach to anomalous diffusion ⋮ Monotone iterative technique for solving finite difference systems of time fractional parabolic equations with initial/periodic conditions ⋮ Analytical solitons for the space-time conformable differential equations using two efficient techniques ⋮ On the analytical solutions of the system of conformable time-fractional Robertson equations with 1-D diffusion ⋮ Two-parameter regularization method for a nonlinear backward heat problem with a conformable derivative ⋮ REGULARIZATION FOR TWO INVERSE PROBLEMS FOR CONFORMABLE HEAT EQUATION IN L s SPACES ⋮ NEW RESULTS ON CONTINUITY BY ORDER OF DERIVATIVE FOR CONFORMABLE PARABOLIC EQUATIONS ⋮ On well-posedness of the sub-diffusion equation with conformable derivative model ⋮ Regularization and error estimates for an inverse heat problem under the conformable derivative ⋮ Analytical solutions of advective-dispersive transport in porous media involving conformable derivative ⋮ Conformable derivative: application to non-Darcian flow in low-permeability porous media ⋮ Asymptotic behaviour of solution and non-existence of global solution to a class of conformable time-fractional stochastic equation ⋮ Trace formula and inverse nodal problem for a conformable fractional Sturm-Liouville problem ⋮ Dynamical analysis of conformable fractional-order Rosenzweig-MacArthur prey-predator system ⋮ OPIAL-TYPE INEQUALITY ABOUT CONFORMABLE FRACTIONAL INTEGRALS AND THE APPLICATION
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Space-time fractional diffusion on bounded domains
- On conformable fractional calculus
- Semigroups of linear operators and applications to partial differential equations
- Growth and Hölder conditions for the sample paths of Feller processes
- A new definition of fractional derivative
- Fractional Cauchy problems on bounded domains
- The solutions of time and space conformable fractional heat equations with conformable Fourier transform
- Fractional diffusions with time-varying coefficients
- Limit theorems for continuous-time random walks with infinite mean waiting times
- Lévy Processes and Stochastic Calculus
- Positive Green’s Functions for Boundary Value Problems with Conformable Derivatives
- Fractional Brownian Motions, Fractional Noises and Applications