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arXiv:0710.0145 [math.PR]AbstractReferencesReviewsResources

Applications of integral transforms in fractional diffusion processes

Francesco Mainardi

Published 2007-09-30Version 1

The fundamental solution (Green function) for the Cauchy problem of the space-time fractional diffusion equation is investigated with respect to its scaling and similarity properties, starting from its Fourier-Laplace representation. Then, by using the Mellin transform, a general representation of the Green function in terms of Mellin-Barnes integrals in the complex plane is derived. This allows us to obtain a suitable computational form of the Green function in the space-time domain and to analyse its probability interpretation.

Comments: 11 Pages. Paper with added notes based on an invited lecture: 3rd International ISAAC Congress, Free University of Berlin, 20-25 August 2001 (Sub-session 1.3: Integral Transforms and Applications)
Journal: Integral Transforms and Special Functions, Vol 15, No 6, pp. 477-484 (2004)
Categories: math.PR, math.CV
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