We study here a heat-type differential equation of order n greater than two, in the case where the time-derivative is supposed to be fractional. The corresponding solution can be described as the transition function of a pseudoprocess $\Psi_{n}$ (coinciding with the one governed by the standard, non-fractional, equation) with a time argument $T_{\alpha}$ which is itself random. The distribution of $T_{\alpha}$ is presented together with some features of the solution (such as analytic expressions for its moments).

Pseudo-processes governed by higher-order fractional differential equations / Beghin, Luisa. - In: ELECTRONIC JOURNAL OF PROBABILITY. - ISSN 1083-6489. - ELETTRONICO. - n.16:(2008), pp. 467-485.

Pseudo-processes governed by higher-order fractional differential equations

BEGHIN, Luisa
2008

Abstract

We study here a heat-type differential equation of order n greater than two, in the case where the time-derivative is supposed to be fractional. The corresponding solution can be described as the transition function of a pseudoprocess $\Psi_{n}$ (coinciding with the one governed by the standard, non-fractional, equation) with a time argument $T_{\alpha}$ which is itself random. The distribution of $T_{\alpha}$ is presented together with some features of the solution (such as analytic expressions for its moments).
2008
Higher-order heat-type equations; Fractional derivatives; Wright functions; Stable laws.
01 Pubblicazione su rivista::01a Articolo in rivista
Pseudo-processes governed by higher-order fractional differential equations / Beghin, Luisa. - In: ELECTRONIC JOURNAL OF PROBABILITY. - ISSN 1083-6489. - ELETTRONICO. - n.16:(2008), pp. 467-485.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/142818
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