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Generalised fractional evolution equations of Caputo type

Author

Listed:
  • Hernández-Hernández, M.E.
  • Kolokoltsov, V.N.
  • Toniazzi, L.
Abstract
This paper is devoted to the study of generalised time-fractional evolution equations involving Caputo type derivatives. Using analytical methods and probabilistic arguments we obtain well-posedness results and stochastic representations for the solutions. These results encompass known linear and non-linear equations from classical fractional partial differential equations such as the time-space-fractional diffusion equation, as well as their far reaching extensions.

Suggested Citation

  • Hernández-Hernández, M.E. & Kolokoltsov, V.N. & Toniazzi, L., 2017. "Generalised fractional evolution equations of Caputo type," Chaos, Solitons & Fractals, Elsevier, vol. 102(C), pages 184-196.
    • Handle: RePEc:eee:chsofr:v:102:y:2017:i:c:p:184-196
    DOI: 10.1016/j.chaos.2017.05.005
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    References listed on IDEAS

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    3. ,, 2001. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 17(5), pages 1025-1031, October.
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