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Stochastic Solutions For Fractional Cauchy Problems
Journal article   Open access   Peer reviewed

Stochastic Solutions For Fractional Cauchy Problems

Boris Baeumer and Mark M Meerschaert
Fractional calculus & applied analysis, Vol.4(4), pp.481-500
2001
Handle:
https://hdl.handle.net/10523/48841

Abstract

Cauchy problem stable law Fractional derivative
Every infinitely divisible law defines a convolution semigroup that solves an abstract Cauchy problem. In the fractional Cauchy problem, we replace the first order time derivative by a fractional derivative. Solutions to fractional Cauchy problems are obtained by subordinating the solution to the original Cauchy problem. Fractional Cauchy problems are useful in physics to model anomalous diffusion.
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