On the solution of two-sided fractional ordinary differential equations of Caputo type
Probability
2017-01-19 v1
Abstract
This paper provides well-posedness results and stochastic representations for the solutions to equations involving both the right- and the left-sided generalized operators of Caputo type. As a special case, these results show the interplay between two-sided fractional differential equations and two-sided exit problems for certain L\'evy processes.
Keywords
Cite
@article{arxiv.1701.04912,
title = {On the solution of two-sided fractional ordinary differential equations of Caputo type},
author = {Ma. Elena Hernández-Hernández and Vassili N. Kolokoltsov},
journal= {arXiv preprint arXiv:1701.04912},
year = {2017}
}
Comments
19 pages