Symmetric \alpha-stable subordinators and Cauchy problems

zbMATH Open1154.60035arXiv0709.1919MaRDI QIDQ5453700FDOQ5453700

Authors: Erkan Nane 

Publication date: 3 April 2008

Abstract: We survey the results in Nane (E. Nane, Higher order PDE's and iterated processes, Trans. American Math. Soc. (to appear)) and Baeumer, Meerschaert, and Nane (B. Baeumer, M.M. Meerschaert and E. Nane, Brownian subordinators and fractional Cauchy problems: Submitted (2007)) which deal with PDE connection of some iterated processes, and obtain a new probabilistic proof of the equivalence of the higher order PDE's and fractional in time PDE's.

Full work available at URL: https://arxiv.org/abs/0709.1919

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zbMATH Keywords

Cauchy problemCaputo derivativefractional diffusion\(\alpha\)-stable processIterated Brownian motionPDE connectionBrownian subordinatorLévy process\(\alpha\)-time processfractional derivative in time

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Special processes (60K99) Initial value problems for second-order parabolic equations (35K15)

Cited In (2)

• Euler-Poisson-Darboux equations and iterated fractional Brownian motions
• Higher order PDE’s and iterated processes

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