We study the fundamental solutions to time-fractional telegraph equations of order $2\alpha$.We are able to obtain the Fourier transform of the solutions for any and to give a representation of their inverse, in terms of stable densities. For the special case $\alpha=1/2$, we can show that the fundamental solution is the distribution of a telegraph process with Brownian time. In a special case, this becomes the density of the iterated Brownian motion, which is therefore the fundamental solution to a fractional diffusion equation of order $1/2$ with respect to time.

Time-fractional telegraph equations and telegraph process with Brownian time / Orsingher, Enzo; Beghin, Luisa. - In: PROBABILITY THEORY AND RELATED FIELDS. - ISSN 0178-8051. - STAMPA. - 128:(2004), pp. 141-160. [10.1007/s00440-003-0309-8]

Time-fractional telegraph equations and telegraph process with Brownian time

ORSINGHER, Enzo;BEGHIN, Luisa
2004

Abstract

We study the fundamental solutions to time-fractional telegraph equations of order $2\alpha$.We are able to obtain the Fourier transform of the solutions for any and to give a representation of their inverse, in terms of stable densities. For the special case $\alpha=1/2$, we can show that the fundamental solution is the distribution of a telegraph process with Brownian time. In a special case, this becomes the density of the iterated Brownian motion, which is therefore the fundamental solution to a fractional diffusion equation of order $1/2$ with respect to time.
2004
Telegraph Equation; Fractional-Derivatives; Stable Laws; Fractional Heat; Wave Equations; Iterated Brownian Motion; Mittag-Leffler Function
01 Pubblicazione su rivista::01a Articolo in rivista
Time-fractional telegraph equations and telegraph process with Brownian time / Orsingher, Enzo; Beghin, Luisa. - In: PROBABILITY THEORY AND RELATED FIELDS. - ISSN 0178-8051. - STAMPA. - 128:(2004), pp. 141-160. [10.1007/s00440-003-0309-8]
File allegati a questo prodotto
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/36015
 Attenzione

Attenzione! I dati visualizzati non sono stati sottoposti a validazione da parte dell'ateneo

Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 222
  • ???jsp.display-item.citation.isi??? 201
social impact