Fractional diffusion equations and processes with randomly varying time
Fractional diffusion equations and processes with randomly varying time
In this paper the solutions uν=uν(x, t) to fractional diffusion equations of order 0<ν≤2 are analyzed and interpreted as densities of the composition of various types of stochastic processes. For the fractional equations of order ν=1/2n, n≥1, we show that the solutions u1/2n correspond to the distribution of the n-times …