We study some functionals associated with a process driven by a fractional boundary value problem (FBVP for short). By FBVP we mean a Cauchy problem with boundary condition written in terms of a fractional equation, that is an equation involving time-fractional derivative in the sense of Caputo. We focus on lifetimes and additive functionals characterizing the boundary conditions. We show that the corresponding additive functionals are related to the fractional telegraph equations. Moreover, the fractional order of the derivative gives a unified condition including the elastic and the sticky cases among the others

Fractional boundary value problems / D’Ovidio, Mirko. - In: FRACTIONAL CALCULUS & APPLIED ANALYSIS. - ISSN 1311-0454. - (2022). [10.1007/s13540-021-00004-0]

Fractional boundary value problems

D’Ovidio, Mirko
2022

Abstract

We study some functionals associated with a process driven by a fractional boundary value problem (FBVP for short). By FBVP we mean a Cauchy problem with boundary condition written in terms of a fractional equation, that is an equation involving time-fractional derivative in the sense of Caputo. We focus on lifetimes and additive functionals characterizing the boundary conditions. We show that the corresponding additive functionals are related to the fractional telegraph equations. Moreover, the fractional order of the derivative gives a unified condition including the elastic and the sticky cases among the others
2022
fractional boundary conditions; robin conditions; Wentzell conditions; elastic Brownian motions; sticky Brownian motions; lifetimes; telegraph processes; Mittag-Leffler random variables
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Fractional boundary value problems / D’Ovidio, Mirko. - In: FRACTIONAL CALCULUS & APPLIED ANALYSIS. - ISSN 1311-0454. - (2022). [10.1007/s13540-021-00004-0]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1619969
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