RUS  ENG
Full version
JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2016 Volume 61, Issue 3, Pages 417–438 (Mi tvp5067)

This article is cited 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

DOI: 10.4213/tvp5067


 English version:
Theory of Probability and its Applications, 2017, 61:3, 389–407

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024