On the Kolmogorov forward equations within Caputo and Riemann-Liouville fractions derivatives
2016 ◽
Vol 24
(3)
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pp. 5-19
Keyword(s):
AbstractIn this work, we focus on the fractional versions of the well-known Kolmogorov forward equations. We consider the problem in two cases. In case 1, we apply the left Caputo fractional derivatives for α ∈ (0, 1] and in case 2, we use the right Riemann-Liouville fractional derivatives on R+, for α ∈ (1, +∞). The exact solutions are obtained for the both cases by Laplace transforms and stable subordinators.
2013 ◽
Vol 09
(01)
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pp. 43-63
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2012 ◽
Vol 9
(2)
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pp. 65-70
2018 ◽
Vol 13
(9)
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