Fractional diffusion-telegraph equations and their associated stochastic solutions

01 Pubblicazione su rivista
D'Ovidio Mirko, Polito Federico
ISSN: 0040-361X

We present the stochastic solution to a generalized fractional partial differential equation involving a regularized operator related to the so-called Prabhakar operator and admitting, amongst others, as specific cases the fractional diffusion equation and the fractional telegraph equation. The stochastic solution is expressed as a Lévy process time-changed with the inverse process to a linear combination of (possibly subordinated) independent stable subordinators of different indices. Furthermore a related SDE is derived and discussed.

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