Subordination principle and Feynman-Kac formulae for generalized time-fractional evolution equations

نویسندگان

چکیده

Abstract We consider a class of generalized time-fractional evolution equations containing fairly general memory kernel k and an operator L being the generator strongly continuous semigroup. show that subordination principle holds for such obtain Feynman-Kac formulae solutions these with use different stochastic processes, as subordinate Markov processes randomly scaled Gaussian processes. In particular, we some grey Brownian motion other related self-similar stationary increments.

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ژورنال

عنوان ژورنال: Fractional Calculus and Applied Analysis

سال: 2022

ISSN: ['1311-0454', '1314-2224']

DOI: https://doi.org/10.1007/s13540-022-00082-8