Stochastic solutions of generalized time-fractional evolution equations

DOI10.1007/s13540-022-00025-3zbMath1503.45005arXiv2102.00117OpenAlexW3128233631WikidataQ114017039 ScholiaQ114017039MaRDI QIDQ2110875

Christian Bender, Yana Kinderknecht

Publication date: 23 December 2022

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

Full work available at URL: https://arxiv.org/abs/2102.00117

zbMATH Keywords

Mittag-Leffler functionLévy processesBrownian motionfractional calculusanomalous diffusionAppell functionsFeynman-Kac formulaerandomly scaled Gaussian processestime-fractional evolution equationsinverse subordinatorsMarichev-Saigo-Maeda operatorsrandomly scaled Lévy processes

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Integro-ordinary differential equations (45J05) Fractional derivatives and integrals (26A33) Mittag-Leffler functions and generalizations (33E12) Appell, Horn and Lauricella functions (33C65) Stochastic integral equations (60H20) Random integral equations (45R05) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

Related Items

Stochastic analysis for vector-valued generalized grey Brownian motion, Numerical scheme for Erdélyi-Kober fractional diffusion equation using Galerkin-Hermite method, Subordination principle and Feynman-Kac formulae for generalized time-fractional evolution equations

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