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Teoriya Veroyatnostei i ee Primeneniya, 2016, Volume 61, Issue 3, Pages 417–438
DOI: https://doi.org/10.4213/tvp5067
(Mi tvp5067)
 

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
Full-text PDF (354 kB) Citations (7)
References:
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.
Funding agency Grant number
Russian Foundation for Basic Research 16-01-00443_a
Received: 07.03.2016
English version:
Theory of Probability and its Applications, 2017, Volume 61, Issue 3, Pages 389–407
DOI: https://doi.org/10.1137/S0040585X97T988241
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/tvp5067
  • https://doi.org/10.4213/tvp5067
  • https://www.mathnet.ru/eng/tvp/v61/i3/p417
  • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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