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Explicit solutions to fractional differential equations via generalized gamma convolution


 
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1. Title Title of document Explicit solutions to fractional differential equations via generalized gamma convolution
 
2. Creator Author's name, affiliation, country Mirko D'Ovidio; Sapienza University of Rome
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Mellin convolution formula, generalized Gamma r.v.'s, Stable subordinators, Fox functions, Bessel processes, Modified Bessel functions
 
3. Subject Subject classification 60J65, 60J60, 26A33
 
4. Description Abstract In this paper we deal with Mellin convolution of generalized Gamma densities which leads to integrals of modified Bessel functions of the second kind. Such convolutions allow us to explicitly write the solutions of the time-fractional diffusion equations involving the adjoint operators of a square Bessel process and a Bessel process
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) Sapienza University of Rome
 
7. Date (YYYY-MM-DD) 2010-10-04
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1570
 
10. Identifier Digital Object Identifier 10.1214/ECP.v15-1570
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 15
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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