Pseudoprocesses governed by higher-order fractional differential equations

被引:7
作者
Beghin, Luisa [1 ]
机构
[1] Univ Roma La Sapienza, Dept Stat, I-00185 Rome, Italy
关键词
higher-order heat-type equations; fractional derivatives; Wright functions; stable laws;
D O I
10.1214/EJP.v13-496
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We study here a heat-type differential equation of order n greater than two, in the case where the time-derivative is supposed to be fractional. The corresponding solution can be described as the transition function of a pseudoprocess Psi(n) (coinciding with the one governed by the standard, non-fractional, equation) with a time argument T-alpha which is itself random. The distribution of T-alpha is presented together with some features of the solution (such as analytic expressions for its moments).
引用
收藏
页码:467 / 485
页数:19
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