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 Electronic Journal of Probability > Vol. 13 (2008) > Paper 16 open journal systems 


Pseudo-processes governed by higher-order fractional differential equations

Luisa Beghin, University of Rome


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 Ψn (coinciding with the one governed by the standard, non-fractional, equation) with a time argument Ta which is itself random. The distribution of Ta is presented together with some features of the solution (such as analytic expressions for its moments).


Full text: PDF

Pages: 467-485

Published on: March 31, 2008


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Electronic Journal of Probability. ISSN: 1083-6489