This paper investigates abstract integro-differential hyperbolic equations, focusing on the probabilistic representation of their solutions. Our analysis is based on fractional derivatives and non-local operators, which are powerful tools for modeling anomalous behavior and non-Markovian dynamics observed in various phenomena. We first analyze a time-fractional version of the abstract telegraph equation (involving the Caputo derivative), restricting our analysis to positive self-adjoint operators to leverage spectral theory, which includes key operators in applications, such as the fractional Laplace operator. We derive analytical representations for the solution and provide a stochastic solution to the telegraph-diffusion equation for a specific range of the fractional parameter alpha , thereby generalizing existing results. We discuss particular cases involving the fractional Laplace and Bessel-Riesz operators. Furthermore, we consider the abstract Euler-Poisson-Darboux (EPD) equation, characterized by a singular time coefficient. We demonstrate that the stochastic solution to this EPD equation can be represented in terms of the solution to the abstract wave equation. Crucially, we prove that the solution to the EPD equation admits a representation by means of the Erdelyi-Kober fractional integral. Finally, this work provides a comprehensive analysis of both time-fractional and singular-coefficient abstract telegraph-type equations, offering new analytical and stochastic representation formulas.
Stochastic Solutions to Abstract Telegraph-Type Equations Involving Fractional Dynamics / De Gregorio, A., Garra, R.. - In: JOURNAL OF THEORETICAL PROBABILITY. - ISSN 0894-9840. - 39:4(2026), pp. 1-26. [10.1007/s10959-026-01541-1]
Stochastic Solutions to Abstract Telegraph-Type Equations Involving Fractional Dynamics
De Gregorio A.
;
2026
Abstract
This paper investigates abstract integro-differential hyperbolic equations, focusing on the probabilistic representation of their solutions. Our analysis is based on fractional derivatives and non-local operators, which are powerful tools for modeling anomalous behavior and non-Markovian dynamics observed in various phenomena. We first analyze a time-fractional version of the abstract telegraph equation (involving the Caputo derivative), restricting our analysis to positive self-adjoint operators to leverage spectral theory, which includes key operators in applications, such as the fractional Laplace operator. We derive analytical representations for the solution and provide a stochastic solution to the telegraph-diffusion equation for a specific range of the fractional parameter alpha , thereby generalizing existing results. We discuss particular cases involving the fractional Laplace and Bessel-Riesz operators. Furthermore, we consider the abstract Euler-Poisson-Darboux (EPD) equation, characterized by a singular time coefficient. We demonstrate that the stochastic solution to this EPD equation can be represented in terms of the solution to the abstract wave equation. Crucially, we prove that the solution to the EPD equation admits a representation by means of the Erdelyi-Kober fractional integral. Finally, this work provides a comprehensive analysis of both time-fractional and singular-coefficient abstract telegraph-type equations, offering new analytical and stochastic representation formulas.| File | Dimensione | Formato | |
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