This paper is devoted to the interplay between time-fractional telegraph-type equations and processes defined on the n-dimensional Poincare half-space W. We solve such equations and show that the solutions coincide with the law of the composition of a hyperbolic Brownian motion with the inverse of the sum of two independent stable subordinators. In the case n = 3, we obtain the explicit form of the solution of the above equation. (c) 2014 Elsevier B.V. All rights reserved.
Fractional telegraph-type equations and hyperbolic Brownian motion / D'Ovidio, Mirko; Orsingher, Enzo; Toaldo, Bruno. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - STAMPA. - 89:1(2014), pp. 131-137. [10.1016/j.spl.2014.02.021]
Fractional telegraph-type equations and hyperbolic Brownian motion
D'OVIDIO, MIRKO
Membro del Collaboration Group
;ORSINGHER, EnzoMembro del Collaboration Group
;TOALDO, BRUNOMembro del Collaboration Group
2014
Abstract
This paper is devoted to the interplay between time-fractional telegraph-type equations and processes defined on the n-dimensional Poincare half-space W. We solve such equations and show that the solutions coincide with the law of the composition of a hyperbolic Brownian motion with the inverse of the sum of two independent stable subordinators. In the case n = 3, we obtain the explicit form of the solution of the above equation. (c) 2014 Elsevier B.V. All rights reserved.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
