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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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 > 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:	Date Event 16 December 2016 Published 1 November 2016 Accepted 4 August 2016 Submitted
Date of first compliant deposit:	17 January 2017
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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