Stochastic solutions for time-fractional heat equations with complex spatial variables

DOI10.1007/s13540-021-00011-1zbMath1503.35249arXiv2112.09486OpenAlexW4213168444WikidataQ114017061 ScholiaQ114017061MaRDI QIDQ2110185

Alessandro De Gregorio, Luisa Beghin

Publication date: 21 December 2022

Published in: Fractional Calculus \& Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.09486

zbMATH Keywords

time-changed processesgeneralized Caputo derivativecomplex evolution equationscomplex singular integralswrapped Brownian motion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) PDEs with randomness, stochastic partial differential equations (35R60) Fractional partial differential equations (35R11)

Related Items

The Cauchy problem for time-fractional linear nonlocal diffusion equations

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