{ "id": "2402.13691", "version": "v2", "published": "2024-02-21T10:52:27.000Z", "updated": "2024-11-12T17:56:00.000Z", "title": "Higher-order fractional equations and related time-changed pseudo-processes", "authors": [ "Fabrizio Cinque", "Enzo Orsingher" ], "comment": "21", "categories": [ "math.PR" ], "abstract": "We study Cauchy problems of fractional differential equations in both space and time variables by expressing the solution in terms of ``stochastic composition\" of the solutions to two simpler problems. These Cauchy sub-problems respectively concern the space and the time differential operator involved in the main equation. We provide some probabilistic and pseudo-probabilistic applications, where the solution can be interpreted as the pseudo-transition density of a time-changed pseudo-process. To extend our results to higher order time-fractional problems, we introduce pseudo-subordinators as well as its pseudo-inverse. Finally, we present our results in the case of more general differential operators and we interpret the results by means of a linear combination of pseudo-subordinators and its inverse.", "revisions": [ { "version": "v2", "updated": "2024-11-12T17:56:00.000Z" } ], "analyses": { "subjects": [ "35R11", "60K99" ], "keywords": [ "higher-order fractional equations", "related time-changed pseudo-processes", "higher order time-fractional problems", "fractional differential equations", "general differential operators" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }