Stochastic solutions of conformable fractional Cauchy problems

Creative Commons License

Çenesiz Y., Kurt A., Nane E.

Statistics and Probability Letters, vol.124, pp.126-131, 2017 (SCI-Expanded, Scopus)

  • Publication Type: Article / Article
  • Volume: 124
  • Publication Date: 2017
  • Doi Number: 10.1016/j.spl.2017.01.012
  • Journal Name: Statistics and Probability Letters
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.126-131
  • Keywords: Cauchy problem, Conformable time fractional derivative, Lévy process, Time-change by deterministic nonlinear clocks
  • Open Archive Collection: AVESIS Open Access Collection
  • Hatay Mustafa Kemal University Affiliated: Yes

Abstract

In this paper we give stochastic solutions of conformable fractional Cauchy problems. The stochastic solutions are obtained by running the processes corresponding to Cauchy problems with nonlinear deterministic clocks.