Time-fractional telegraph equations and telegraph processes with Brownian time

被引:225
|
作者
Orsingher, E [1 ]
Beghin, L [1 ]
机构
[1] Univ Roma La Sapienza, I-00185 Rome, Italy
关键词
telegraph equation; fractional-derivatives; stable laws; fractional heat; wave equations; iterated Brownian motion; Mittag-Leffler function;
D O I
10.1007/s00440-003-0309-8
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We study the fundamental solutions to time-fractional telegraph equations of order 2alpha. We are able to obtain the Fourier transform of the solutions for any alpha and to give a representation of their inverse, in terms of stable densities. For the special case alpha=1/2, we can show that the fundamental solution is the distribution of a telegraph process with Brownian time. In a special case, this becomes the density of the iterated Brownian motion, which is therefore the fundamental solution to a fractional diffusion equation of order 1/2 with respect to time.
引用
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页码:141 / 160
页数:20
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