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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2016-11-01
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| Series: | Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/auom-2016-0045 |