The probabilistic point of view on the generalized fractional partial differential equations

DOI10.1515/fca-2019-0033zbMath1483.35002OpenAlexW2965152417MaRDI QIDQ2328625

Vassili N. Kolokol'tsov

Publication date: 10 October 2019

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

Full work available at URL: https://doi.org/10.1515/fca-2019-0033

zbMATH Keywords

generalized fractional calculusLévy subordinatorsHadamard derivativesErdélyi-Kober integralsDynkin's martingaleoperator-valued Mittag-Leffler functionMarkov processes with Killingmixed and tempered fractional differential equationsRiemann-Liouville and Caputo-Dzherbashyan fractional derivative

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Pseudodifferential operators as generalizations of partial differential operators (35S05) Boundary value problems for PDEs with pseudodifferential operators (35S15) Transition functions, generators and resolvents (60J35) Boundary theory for Markov processes (60J50) Research exposition (monographs, survey articles) pertaining to partial differential equations (35-02) Fractional partial differential equations (35R11)

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