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This article is cited in 7 scientific papers (total in 7 papers)
Probabilistic representation for Cauchy problem solution for evolution equation with Riemann–Liouville operator
M. V. Platonova Chebyshev Laboratory, St. Petersburg State University, Department of Mathematics and Mechanics
Abstract:
This paper studies properties of probabilistic approximation of a solution of the Cauchy problem for evolution equations with fractional differential operators of order more than two. To this end we construct analogous one-sided $\alpha$-stable distributions for noninteger $\alpha>2$. Although densities of these distributions are signed functions, using generalized functions methods, it is possible to give them an exact probability sense.
Keywords:
Liouville–Riemann operator, evolution equation, stable distribution.
Received: 07.03.2016
Citation:
M. V. Platonova, “Probabilistic representation for Cauchy problem solution for evolution equation with Riemann–Liouville operator”, Teor. Veroyatnost. i Primenen., 61:3 (2016), 417–438; Theory Probab. Appl., 61:3 (2017), 389–407
Linking options:
https://www.mathnet.ru/eng/tvp5067https://doi.org/10.4213/tvp5067 https://www.mathnet.ru/eng/tvp/v61/i3/p417
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Abstract page: | 637 | Full-text PDF : | 87 | References: | 87 | First page: | 33 |
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