Published September 2017 | Version v1
Journal article

Time fractional equations and probabilistic representation

Description

In this paper, we study the existence and uniqueness of solutions for general fractional-time parabolic equations of mixture type, and their probabilistic representations in terms of the corresponding inverse subordinators with or without drifts. An explicit relation between occupation measure for Markov processes time-changed by inverse subordinator in open sets and that of the original Markov process in the open set is also given.

Availability note (English)

Available from http://dx.doi.org/10.1016/j.chaos.2017.04.029

Additional details

Identifiers

DOI
10.1016/j.chaos.2017.04.029;
arXiv
arXiv:1703.01739v3;
PII
S0960-0779(17)30164-9;

Publishing Information

Journal Title
Chaos, Solitons and Fractals
Journal Volume
102
Journal Page Range
p. 168-174
ISSN
0960-0779

INIS

Country of Publication
United Kingdom
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
49087718
Subject category
S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
Descriptors DEI
MARKOV PROCESS; MATHEMATICAL SOLUTIONS; PROBABILISTIC ESTIMATION
Descriptors DEC
CALCULATION METHODS; STOCHASTIC PROCESSES

Optional Information

Copyright
Copyright (c) 2017 Elsevier Science B.V., Amsterdam, The Netherlands, All rights reserved.