Stochastic Solutions for Fractional Cauchy Problems
نویسندگان
چکیده
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. Mathematics Subject Classification: 26A33, 60E07
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