Symmetric \alpha-stable subordinators and Cauchy problems

MaRDI QIDQ5453700zbMATH OpenFDO

Authors Erkan Nane

Publication date 3 April 2008

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

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)

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.

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Cited in

(2)

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

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