On the Kolmogorov forward equations within Caputo and Riemann-Liouville fractions derivatives

DOI10.1515/AUOM-2016-0045zbMath1389.60068OpenAlexW2757170405MaRDI QIDQ4589690

Mohsen Alipour, Dumitru Baleanu

Publication date: 10 November 2017

Published in: Analele Universitatii "Ovidius" Constanta - Seria Matematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/auom-2016-0045

zbMATH Keywords

Mittag-Leffler functionsRiemann-Liouville fractional derivativeCaputo fractional derivativestable subordinatorfractional Kolmogorov forward equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Mittag-Leffler functions and generalizations (33E12) Fractional ordinary differential equations (34A08)

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