Published September 2017
| Version v1
Journal article
Time fractional equations and probabilistic representation
Creators
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.2017.04.029Additional 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.