Subordination principle and Feynman-Kac formulae for generalized time-fractional evolution equations

DOI10.1007/s13540-022-00082-8OpenAlexW4225659740WikidataQ114016953 ScholiaQ114016953MaRDI QIDQ2110559

Yana Kinderknecht, Marie Bormann, Christian Bender

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/2202.01655

zbMATH Keywords

generalized grey Brownian motionFeynman-Kac formulaesubordination principleHille-Phillips functional calculusrandomly scaled Gaussian processestime-changed Markov processestime-fractional evolution equations

Mathematics Subject Classification ID

One-parameter semigroups and linear evolution equations (47D06) Fractional derivatives and integrals (26A33) Mittag-Leffler functions and generalizations (33E12) Self-similar stochastic processes (60G18) Schrödinger and Feynman-Kac semigroups (47D08) Fractional partial differential equations (35R11)

Related Items (2)

Subdiffusion in the presence of reactive boundaries: a generalized Feynman-Kac approach ⋮ Numerical scheme for Erdélyi-Kober fractional diffusion equation using Galerkin-Hermite method

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