On the fractional counterpart of the higher-order equations
From MaRDI portal
Publication:645451
DOI10.1016/J.SPL.2011.08.004zbMATH Open1236.60065arXiv1106.1906OpenAlexW2121479611MaRDI QIDQ645451FDOQ645451
Publication date: 15 November 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1106.1906
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
Fractional partial differential equations (35R11) Applications of stochastic analysis (to PDEs, etc.) (60H30)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Exercises in Probability
- An Occupation Time Theorem for A Class of Stochastic Processes
- Title not available (Why is that?)
- Lamperti-type laws
- Fractional diffusion equations and processes with randomly varying time
- Fractional Cauchy problems on bounded domains
- Title not available (Why is that?)
- Title not available (Why is that?)
- Limit theorems for continuous-time random walks with infinite mean waiting times
- Fractional diffusion and wave equations
- Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion
- The fundamental solution of the space-time fractional diffusion equation
- Probabilistic construction of the solution of some higher order parabolic differential equation
- Explicit solutions to fractional differential equations via generalized gamma convolution
- Pseudo-processes governed by higher-order fractional differential equations
- A signed measure on path space related to Wiener measure
- The arc-sine law and its analogs for processes governed by signed and complex measures
- Title not available (Why is that?)
- Iterated Brownian motion in an open set.
- Distributions of sojourn time, maximum and minimum for pseudo-processes governed by higher-order heat-type equations
- Processes governed by signed measures connected with third-order ``heat- type equations
Cited In (15)
- Alternative forms of compound fractional Poisson processes
- 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
- Drifted Brownian motions governed by fractional tempered derivatives
- Generalized fractional nonlinear birth processes
- Time dependent random fields on spherical non-homogeneous surfaces
- Continuous random walks and fractional powers of operators
- Fractional equations via convergence of forms
- Elastic drifted Brownian motions and non-local boundary conditions
- Non-local logistic equations from the probability viewpoint
- Fractional Gamma and Gamma-Subordinated Processes
- 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)