Explicit solutions of some fractional partial differential equations via stable subordinators

DOI10.1155/JAMSA/2006/93502zbMath1127.35316arXiv1102.4715MaRDI QIDQ995844

Latifa Debbi

Publication date: 10 September 2007

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.4715

zbMATH Keywords

generalizations of stable Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fundamental solutions to PDEs (35A08) Fractional derivatives and integrals (26A33) Integral representations of solutions to PDEs (35C15) Initial value problems for higher-order parabolic equations (35K30)

Related Items (6)

Large deviations for a fractional stochastic heat equation in spatial dimension ℝd driven by a spatially correlated noise ⋮ An Analogue of the Feynman--Kac Formula for a High-Order Operator ⋮ Fractional stochastic active scalar equations generalizing the multi-dimensional quasi-geostrophic \& 2D-Navier-Stokes equations: the general case ⋮ Stochastic nonlocal conservation laws on whole space ⋮ Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation ⋮ On the solutions of nonlinear stochastic fractional partial differential equations in one spatial dimension

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