Time fractional equations and probabilistic representation
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Abstract: In this paper, we study the existence and uniqueness of solutions for general fractional-time parabolic equations of mixture type, and their probabilistic representations in terms of the corresponding inverse subordinators with or without drifts. An explicit relation between occupation measure for Markov processes time-changed by inverse subordinator in open sets and that of the original Markov process in the open set is also given.
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Cites work
- scientific article; zbMATH DE number 4204938 (Why is no real title available?)
- scientific article; zbMATH DE number 4140223 (Why is no real title available?)
- scientific article; zbMATH DE number 1232408 (Why is no real title available?)
- scientific article; zbMATH DE number 2015741 (Why is no real title available?)
- Analysis of a nonlocal-in-time parabolic equation
- Asymptotic properties of Brownian motion delayed by inverse subordinators
- Boundary value problems for the generalized time-fractional diffusion equation of distributed order
- Conditional gauge theorem for non-local Feynman-Kac transforms
- Convolution-type derivatives, hitting-times of subordinators and time-changed \(C_0\)-semigroups
- Distributed-order fractional diffusions on bounded domains
- Fractional Cauchy problems on bounded domains
- Limit theorems for continuous-time random walks with infinite mean waiting times
- Markov processes, semigroups and generators.
- Perturbation of symmetric Markov processes
- Random walks with infinite spatial and temporal moments
- Space-time fractional Dirichlet problems
- Stochastic model for ultraslow diffusion
- Stochastic models for fractional calculus
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
- The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics
- Triangular array limits for continuous time random walks
Cited in
(55)- A generalized time fractional Schrödinger equation with signed potential
- Regularity and asymptotics of densities of inverse subordinators
- Mean square stability of the split-step theta method for non-linear time-changed stochastic differential equations
- From quenched invariance principle to semigroup convergence with applications to exclusion processes
- Path dynamics of time-changed Lévy processes: a martingale approach
- A class of processes defined in the white noise space through generalized fractional operators
- Time fractional equations and anomalous sub-diffusions -- in memory of Professor Shisong Mao
- Random time change and related evolution equations. Time asymptotic behavior
- An \(L_q (L_p)\)-theory for diffusion equations with space-time nonlocal operators
- Fokker-Planck equation for Feynman-Kac transform of anomalous processes
- On the exit time from open sets of some semi-Markov processes
- A generalized definition of Caputo derivatives and its application to fractional ODEs
- On a terminal value problem for stochastic space‐time fractional wave equations
- Strong dissipativity of generalized time-fractional derivatives and quasi-linear (stochastic) partial differential equations
- Probabilistic representation formula for the solution of fractional high-order heat-type equations
- Self-similar Cauchy problems and generalized Mittag-Leffler functions
- Elastic drifted Brownian motions and non-local boundary conditions
- Estimates on the tail probabilities of subordinators and applications to general time fractional equations
- TRANSITION DENSITIES OF SUBORDINATORS OF POSITIVE ORDER
- Asymptotics of fundamental solutions for time fractional equations with convolution kernels
- Time-non-local Pearson diffusions
- Models of space-time random fields on the sphere
- On random dynamical systems generated by white noise time change of deterministic dynamical systems
- Stochastic representation of solution to nonlocal-in-time diffusion
- Stochastic Maximum Principle for Subdiffusions and Its Applications
- Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation
- Solutions of fractional logistic equations by Euler's numbers
- Nonlocal in-time telegraph equation and telegraph processes with random time
- Delayed and rushed motions through time change
- On a discrete scheme for time fractional fully nonlinear evolution equations
- From time to times
- Abstract Cauchy problems for the generalized fractional calculus
- Analyses of the contour integral method for time fractional normal-subdiffusion transport equation
- A Sobolev space theory for the stochastic partial differential equations with space-time non-local operators
- A novel algorithm for asymptotic stability analysis of some classes of stochastic time-fractional Volterra equations
- On fractional heat equation
- Fractional equations via convergence of forms
- Time fractional Poisson equations: representations and estimates
- Space-time fractional stochastic partial differential equations with Lévy noise
- Maximum principles for time-fractional Cauchy problems with spatially non-local components
- Feynman-Kac transform for anomalous processes
- Stochastic solutions for time-fractional heat equations with complex spatial variables
- Some Compactness Criteria for Weak Solutions of Time Fractional PDEs
- Mixed convection magnetohydrodynamics flow of a nanofluid with heat transfer: a numerical study
- Semi-Markov models and motion in heterogeneous media
- Convergence and Stability of an Explicit Method for Autonomous Time-Changed Stochastic Differential Equations with Super-Linear Coefficients
- Unified stochastic representation, well-posedness analysis, and regularity analysis for the equations modeling anomalous diffusions
- An \(L_q(L_p)\)-theory for space-time non-local equations generated by Lévy processes with low intensity of small jumps
- Polynomial stability of highly non-linear time-changed stochastic differential equations
- Stochastic classical solutions for space-time fractional evolution equations on a bounded domain
- Heat kernel estimates for time fractional equations
- Numerical stability of Grünwald-Letnikov method for time fractional delay differential equations
- Non-local logistic equations from the probability viewpoint
- Fractional Cauchy problem on random snowflakes
- On backward problems for stochastic fractional reaction equations with standard and fractional Brownian motion
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