Probabilistic solutions to nonlinear fractional differential equations of generalized Caputo and Riemann–Liouville type

DOI10.1080/17442508.2017.1334059zbMath1498.60284OpenAlexW2626455090MaRDI QIDQ5085835

Vassili N. Kolokol'tsov, Ma. Elena Hernández-Hernández

Publication date: 30 June 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2017.1334059

zbMATH Keywords

boundary pointFeller processfractional differential equationstable subordinatorcomposite fractional relaxation equationgeneralized Caputo type derivativegeneralized Riemann-Liouville type derivative

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Applications of stochastic analysis (to PDEs, etc.) (60H30) Fractional ordinary differential equations (34A08)

Related Items (3)

Some exact solutions of the nonlinear space–time fractional differential equations ⋮ On discrete-time semi-Markov processes ⋮ On an optimal control problem of time-fractional advection-diffusion equation

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