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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
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 | ||||||||
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| 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: |
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| 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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