We present the stochastic solution to a generalized fractional partial differential equation involving a regularized operator related to the so-called Prabhakar operator and admitting, amongst others, as specific cases the fractional diffusion equation and the fractional telegraph equation. The stochastic solution is expressed as a Lévy process time-changed with the inverse process to a linear combination of (possibly subordinated) independent stable subordinators of different indices. Furthermore a related SDE is derived and discussed.
Fractional diffusion-telegraph equations and their associated stochastic solutions / D'Ovidio, Mirko; Polito, Federico. - In: TEORIÂ VEROÂTNOSTEJ I EE PRIMENENIÂ. - ISSN 0040-361X. - 62:4(2017), pp. 692-718.
Titolo: | Fractional diffusion-telegraph equations and their associated stochastic solutions | |
Autori: | ||
Data di pubblicazione: | 2017 | |
Rivista: | ||
Citazione: | Fractional diffusion-telegraph equations and their associated stochastic solutions / D'Ovidio, Mirko; Polito, Federico. - In: TEORIÂ VEROÂTNOSTEJ I EE PRIMENENIÂ. - ISSN 0040-361X. - 62:4(2017), pp. 692-718. | |
Handle: | http://hdl.handle.net/11573/1447551 | |
Appartiene alla tipologia: | 01a Articolo in rivista |
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