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JOURNALS // Matematicheskie Zametki // Archive

Mat. Zametki, 2019 Volume 106, Issue 5, Pages 687–707 (Mi mzm12347)

This article is cited in 5 papers

Mixed Fractional Differential Equations and Generalized Operator-Valued Mittag-Leffler Functions

V. N. Kolokoltsov

University of Warwick

Abstract: We introduce the most general mixed fractional derivatives and integrals from three points of views: probability, the theory of operator semigroups, and the theory of generalized functions. The solutions to the resulting mixed fractional PDEs turned out to be representable in terms of of completely monotone functions in a certain class generalizing the usual Mittag-Leffler functions.

Keywords: fractional derivative, operator-valued Mittag-Leffler function, potential operators, Dynkin's martingale, Lévy subordinators.

UDC: 517

Received: 07.02.2019

DOI: 10.4213/mzm12347


 English version:
Mathematical Notes, 2019, 106:5, 740–756

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© Steklov Math. Inst. of RAS, 2024