On the Kolmogorov forward equations within Caputo and Riemann-Liouville fractions derivatives

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On the Kolmogorov forward equations within Caputo and Riemann-Liouville fractions derivatives

In 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 sub...

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ژورنال

عنوان ژورنال: Analele Universitatii "Ovidius" Constanta - Seria Matematica

سال: 2016

ISSN: 1844-0835

DOI: 10.1515/auom-2016-0045