In this paper we study the time-fractional wave equation of order 1 < n < 2 and give a probabilistic interpretation of its solution. In the case 0 < n < 1, d = 1, the solution can be interpreted as a time-changed Brownian motion, while for 1 < n < 2 it coincides with the density of a symmetric stable process of order 2/n. We give here an interpretation of the fractional wave equation for d > 1 in terms of laws of stable ddimensional processes. We give a hint at the case of a fractional wave equation for n > 2 and also at space-time fractional wave equations.

On the fractional wave equation / Iafrate, F.; Orsingher, E.. - In: MATHEMATICS. - ISSN 2227-7390. - 8:6(2020), p. 874. [10.3390/MATH8060874]

On the fractional wave equation

Iafrate F.;Orsingher E.
2020

Abstract

In this paper we study the time-fractional wave equation of order 1 < n < 2 and give a probabilistic interpretation of its solution. In the case 0 < n < 1, d = 1, the solution can be interpreted as a time-changed Brownian motion, while for 1 < n < 2 it coincides with the density of a symmetric stable process of order 2/n. We give here an interpretation of the fractional wave equation for d > 1 in terms of laws of stable ddimensional processes. We give a hint at the case of a fractional wave equation for n > 2 and also at space-time fractional wave equations.
2020
Contour integrals; Fractional laplacian; Hankel contours; Multivariate stable processes
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On the fractional wave equation / Iafrate, F.; Orsingher, E.. - In: MATHEMATICS. - ISSN 2227-7390. - 8:6(2020), p. 874. [10.3390/MATH8060874]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1645539
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