Fractional Diffusion-Telegraph Equations and their Associated Stochastic Solutions
Probability
2017-11-13 v4
Abstract
We present the stochastic solution to a generalized fractional partial differential equation involving a regularized operator related to the so-called Prabhakar operator and admitting, amongst others, as specific cases the fractional diffusion equation and the fractional telegraph equation. The stochastic solution is expressed as a L\'evy process time-changed with the inverse process to a linear combination of (possibly subordinated) independent stable subordinators of different indices. Furthermore a related SDE is derived and discussed.
Cite
@article{arxiv.1307.1696,
title = {Fractional Diffusion-Telegraph Equations and their Associated Stochastic Solutions},
author = {Mirko D'Ovidio and Federico Polito},
journal= {arXiv preprint arXiv:1307.1696},
year = {2017}
}