Journal
MATHEMATICAL MODELLING OF NATURAL PHENOMENA
Volume 8, Issue 2, Pages 1-16Publisher
EDP SCIENCES S A
DOI: 10.1051/mmnp/20138201
Keywords
fractional derivative; subordinator; governing equation; hitting time
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Funding
- NSF [DMS-1025486, DMS-0803360]
- NIH [R01-EB012079]
- NATIONAL INSTITUTE OF BIOMEDICAL IMAGING AND BIOENGINEERING [R01EB012079] Funding Source: NIH RePORTER
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The inverse stable subordinator provides a probability model for time-fractional differential equations, and leads to explicit solution formulae. This paper reviews properties of the inverse stable subordinator, and applications to a variety of problems in mathematics and physics. Several different governing equations for the inverse stable subordinator have been proposed in the literature. This paper also shows how these equations can be reconciled.
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