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2010 Explicit solutions to fractional differential equations via generalized gamma convolution
Mirko D'Ovidio
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Electron. Commun. Probab. 15: 457-474 (2010). DOI: 10.1214/ECP.v15-1570

Abstract

In this paper we deal with Mellin convolution of generalized Gamma densities which leads to integrals of modified Bessel functions of the second kind. Such convolutions allow us to explicitly write the solutions of the time-fractional diffusion equations involving the adjoint operators of a square Bessel process and a Bessel process

Citation

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Mirko D'Ovidio. "Explicit solutions to fractional differential equations via generalized gamma convolution." Electron. Commun. Probab. 15 457 - 474, 2010. https://doi.org/10.1214/ECP.v15-1570

Information

Accepted: 4 October 2010; Published: 2010
First available in Project Euclid: 6 June 2016

zbMATH: 1226.60109
MathSciNet: MR2726092
Digital Object Identifier: 10.1214/ECP.v15-1570

Subjects:
Primary: 60J65
Secondary: 26A33, 60J60

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