We consider the fractional telegraph equation with partial fractional derivatives of rational order $\alpha=m/n$ with $m<n$. We prove that the fundamental solution to the Cauchy problem for this equation can be expressed as the distribution of the composition of two processes, one depending on $m$ (denoted by $T_{m}$) and the other one depending on $n$ (representing the "time"). In the special case where $m=1$, $T_{1}$ coincides with the classical telegraph process, while $T_{m}$, for $m>1$; is a telegraph process stopped at stable distributed times. We obtain explicit expressions for the probability distribution of a telegraph process with a random time and for the characteristic function of a telegraph process stopped at stable-distributed times.

The telegraph process stopped at stable-distributed times and its connection with the fractional telegraph equation / Beghin, Luisa; Orsingher, Enzo. - In: FRACTIONAL CALCULUS & APPLIED ANALYSIS. - ISSN 1311-0454. - STAMPA. - 6 (2):(2003), pp. 187-204.

The telegraph process stopped at stable-distributed times and its connection with the fractional telegraph equation

BEGHIN, Luisa;ORSINGHER, Enzo
2003

Abstract

We consider the fractional telegraph equation with partial fractional derivatives of rational order $\alpha=m/n$ with $m1$; is a telegraph process stopped at stable distributed times. We obtain explicit expressions for the probability distribution of a telegraph process with a random time and for the characteristic function of a telegraph process stopped at stable-distributed times.
2003
Stable processes; fractional equations; Mittag-Leffler functions; Fourier transforms; telegraph processes
01 Pubblicazione su rivista::01a Articolo in rivista
The telegraph process stopped at stable-distributed times and its connection with the fractional telegraph equation / Beghin, Luisa; Orsingher, Enzo. - In: FRACTIONAL CALCULUS & APPLIED ANALYSIS. - ISSN 1311-0454. - STAMPA. - 6 (2):(2003), pp. 187-204.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/144319
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