Explicit solutions to fractional differential equations via generalized gamma convolution

DOI10.1214/ECP.v15-1570zbMath1226.60109arXiv1004.2852OpenAlexW2120340412MaRDI QIDQ638224

Mirko D'Ovidio

Publication date: 9 September 2011

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.2852

zbMATH Keywords

modified Bessel functionsBessel processesFox functionsgeneralized Gamma r.v.'sMellin convolution formulastable subordinators

Mathematics Subject Classification ID

Brownian motion (60J65) Fractional derivatives and integrals (26A33) Diffusion processes (60J60)

Related Items (10)

A note on mixture representations for the Linnik and Mittag-Leffler distributions and their applications ⋮ Fractional Diffusion--Telegraph Equations and Their Associated Stochastic Solutions ⋮ Alternative forms of compound fractional Poisson processes ⋮ Time dependent random fields on spherical non-homogeneous surfaces ⋮ From Sturm-Liouville problems to fractional and anomalous diffusions ⋮ On the fractional counterpart of the higher-order equations ⋮ Convergence of statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations ⋮ Coordinates changed random fields on the sphere ⋮ Delayed and rushed motions through time change ⋮ Chernoff approximation for semigroups generated by killed Feller processes and Feynman formulae for time-fractional Fokker-Planck-Kolmogorov equations

This page was built for publication: Explicit solutions to fractional differential equations via generalized gamma convolution