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On the solution of two-sided fractional ordinary differential equations of Caputo type

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Hernández-Hernández, Ma Elena and Kolokoltsov, V. N. (Vasiliĭ Nikitich) (2016) On the solution of two-sided fractional ordinary differential equations of Caputo type. Fractional Calculus and Applied Analysis, 19 (6). pp. 1393-1413. doi:10.1515/fca-2016-0072

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Official URL: http://dx.doi.org/10.1515/fca-2016-0072

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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 Lévy processes.

Item Type: Journal Article
Subjects: Q Science > QA Mathematics
Divisions: Faculty of Science, Engineering and Medicine > Science > Statistics
Library of Congress Subject Headings (LCSH): Fractional differential equations, Lévy processes
Journal or Publication Title: Fractional Calculus and Applied Analysis
Publisher: Bulgarian Academy of Sciences, Institute of Mathematics and Informatics
ISSN: 1311-0454
Official Date: 16 December 2016
Dates:
DateEvent
16 December 2016Published
1 November 2016Accepted
4 August 2016Submitted
Volume: 19
Number: 6
Page Range: pp. 1393-1413
DOI: 10.1515/fca-2016-0072
Status: Peer Reviewed
Publication Status: Published
Access rights to Published version: Restricted or Subscription Access
Funder: University of Warwick Chancellor’s Interational Scholarship
Title of Event: FaF
Type of Event: Workshop
Location of Event: Lorentz Center - Leiden
Date(s) of Event: 17-20 May 2016

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