Stochastic solutions of conformable fractional Cauchy problems

DOI10.1016/J.SPL.2017.01.012MaRDI QIDQ514130zbMATH OpenOpenAlexFDO

Authors Yücel Çenesiz, Ali Kurt, Erkan Nane

Publication date 28 February 2017

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

Full work available at URL https://arxiv.org/abs/1606.07010

zbMATH Keywords

Cauchy problemconformable time fractional derivativeLévy processtime-change by deterministic nonlinear clocks

Mathematics Subject Classification ID

Fractional partial differential equations (35R11) PDEs with randomness, stochastic partial differential equations (35R60) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Abstract: In this paper we give stochastic solutions of conformable fractional Cauchy problems. The stochastic solutions are obtained by running the processes corresponding to Cauchy problems with a nonlinear deterministic clock.

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Cited in

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• Montroll-Weiss problem, fractional equations, and stable distributions
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