English

Higher-order fractional equations and related time-changed pseudo-processes

Probability 2024-11-13 v2

Abstract

We study Cauchy problems of fractional differential equations in both space and time variables by expressing the solution in terms of ``stochastic composition" of the solutions to two simpler problems. These Cauchy sub-problems respectively concern the space and the time differential operator involved in the main equation. We provide some probabilistic and pseudo-probabilistic applications, where the solution can be interpreted as the pseudo-transition density of a time-changed pseudo-process. To extend our results to higher order time-fractional problems, we introduce pseudo-subordinators as well as its pseudo-inverse. Finally, we present our results in the case of more general differential operators and we interpret the results by means of a linear combination of pseudo-subordinators and its inverse.

Keywords

Cite

@article{arxiv.2402.13691,
  title  = {Higher-order fractional equations and related time-changed pseudo-processes},
  author = {Fabrizio Cinque and Enzo Orsingher},
  journal= {arXiv preprint arXiv:2402.13691},
  year   = {2024}
}

Comments

21

R2 v1 2026-06-28T14:55:35.742Z