Time fractional equations and probabilistic representation

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Abstract

In this paper, we study the existence and uniqueness of solutions for general fractional-time parabolic equations of mixture type, and their probabilistic representations in terms of the corresponding inverse subordinators with or without drifts. An explicit relation between occupation measure for Markov processes time-changed by inverse subordinator in open sets and that of the original Markov process in the open set is also given.

Original languageEnglish
Pages (from-to)168-174
Number of pages7
JournalChaos, Solitons and Fractals
Volume102
DOIs
Publication statusPublished - 1 Sept 2017
Externally publishedYes

Keywords

  • Fractional-time derivative
  • Inverse subordinator
  • Lévy measure
  • Occupation measure
  • Subordinator

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Chen, Z. Q. (2017). Time fractional equations and probabilistic representation. Chaos, Solitons and Fractals, 102, 168-174. https://doi.org/10.1016/j.chaos.2017.04.029