Pseudo-Processes Governed by Higher-Order Fractional Differential Equations
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1. | Title | Title of document | Pseudo-Processes Governed by Higher-Order Fractional Differential Equations |
2. | Creator | Author's name, affiliation, country | Luisa Beghin; University of Rome |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | Higher-order heat-type equations; Fractional derivatives; Wright functions; Stable laws. |
3. | Subject | Subject classification | 60G07; 60E07. |
4. | Description | Abstract | We study here a heat-type differential equation of order $n$ greater than two, in the case where the time-derivative is supposed to be fractional. The corresponding solution can be described as the transition function of a pseudoprocess $\Psi _{n}$ (coinciding with the one governed by the standard, non-fractional, equation) with a time argument $\mathcal{T}_{\alpha }$ which is itself random. The distribution of $\mathcal{T}_{\alpha }$ is presented together with some features of the solution (such as analytic expressions for its moments. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 2008-03-31 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ejp.ejpecp.org/article/view/496 |
10. | Identifier | Digital Object Identifier | 10.1214/EJP.v13-496 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Journal of Probability; Vol 13 |
12. | Language | English=en | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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