Stochastic solutions for fractional Cauchy problems.
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Fractional derivatives and integrals (26A33) PDEs with randomness, stochastic partial differential equations (35R60) Markov semigroups and applications to diffusion processes (47D07) Infinitely divisible distributions; stable distributions (60E07) Transition functions, generators and resolvents (60J35)
Let \(\{T_t\}\) be a Feller semigroup associated to some infinitely divisible law on \({\mathbb R}^d\), let \(\beta \in ]0,1[\) and let \(\{T_t^\beta\}\) be the subordinated semigroup of \(\{T_t\}\) by means of the stable subordinator of order \(\beta\). The authors prove that \((t,x)\rightarrow T_t^\beta f(x)\) solves the associated fractional Cauchy problem.
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