On the fractional counterpart of the higher-order equations

DOI10.1016/J.SPL.2011.08.004MaRDI QIDQ645451zbMATH OpenOpenAlexFDO

Authors Mirko D'Ovidio

Publication date 15 November 2011

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1106.1906

zbMATH Keywords

fractional differential equationsubordinatorpseudo-process

Mathematics Subject Classification ID

Fractional partial differential equations (35R11) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Abstract: In this work we study the solutions to some fractional higher-order equations. Special cases in which time-fractional derivatives take integer values are also examined and the explicit solutions are presented. Such solutions can be expressed by means of the transition laws of stable subordinators and their inverse processes. In particular we establish connections between fractional and higher-order equations.

Recommendations

• Explicit solutions of some fractional partial differential equations via stable subordinators
• Stochastic solution of space-time fractional diffusion equations
• Pseudo-processes governed by higher-order fractional differential equations
• Some families of ordinary and partial fractional differintegral equations
• Solutions of a class of \(n\)th order ordinary and partial differential equations via fractional calculus

Cites work

• scientific article; zbMATH DE number 438987 (Why is no real title available?)
• scientific article; zbMATH DE number 3425963 (Why is no real title available?)
• scientific article; zbMATH DE number 3155843 (Why is no real title available?)
• scientific article; zbMATH DE number 4140223 (Why is no real title available?)
• scientific article; zbMATH DE number 3947305 (Why is no real title available?)
• scientific article; zbMATH DE number 918811 (Why is no real title available?)
• scientific article; zbMATH DE number 2217537 (Why is no real title available?)
• A signed measure on path space related to Wiener measure
• An Occupation Time Theorem for A Class of Stochastic Processes
• Distributions of sojourn time, maximum and minimum for pseudo-processes governed by higher-order heat-type equations
• Exercises in Probability
• Explicit solutions to fractional differential equations via generalized gamma convolution
• Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion
• Fractional Cauchy problems on bounded domains
• Fractional diffusion and wave equations
• Fractional diffusion equations and processes with randomly varying time
• Iterated Brownian motion in an open set.
• Lamperti-type laws
• Limit theorems for continuous-time random walks with infinite mean waiting times
• Probabilistic construction of the solution of some higher order parabolic differential equation
• Processes governed by signed measures connected with third-order ``heat- type equations
• Pseudo-processes governed by higher-order fractional differential equations
• Table of integrals, series, and products. Translated from the Russian. Translation edited and with a preface by Alan Jeffrey and Daniel Zwillinger. With one CD-ROM (Windows, Macintosh and UNIX)
• The arc-sine law and its analogs for processes governed by signed and complex measures
• The fundamental solution of the space-time fractional diffusion equation

Cited in

(19)

• Analysis of fractional Cauchy problems with some probabilistic applications
• Alternative forms of compound fractional Poisson processes
• Explicit solutions of some fractional partial differential equations via stable subordinators
• Probabilistic representation formula for the solution of fractional high-order heat-type equations
• On the time fractional heat equation with obstacle
• From Sturm-Liouville problems to fractional and anomalous diffusions
• Higher-order Laplace equations and hyper-Cauchy distributions
• Fractional gamma and gamma-subordinated processes
• Generalized fractional nonlinear birth processes
• Drifted Brownian motions governed by fractional tempered derivatives
• Time dependent random fields on spherical non-homogeneous surfaces
• Continuous random walks and fractional powers of operators
• Fractional equations via convergence of forms
• Symmetric $\alpha$-stable subordinators and Cauchy problems
• Elastic drifted Brownian motions and non-local boundary conditions
• Non-local logistic equations from the probability viewpoint
• On fractional tempered stable processes and their governing differential equations
• Studies on generalized Yule models
• Fractional Cauchy problems on compact manifolds

This page was built for publication: On the fractional counterpart of the higher-order equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q645451)