Explicit solutions to fractional diffusion equations via Generalized Gamma Convolution

Details Explicit solutions to fractional diffusion equations via Generalized Gamma Convolution Explicit solutions to fractional diffusion equations via Generalized Gamma Convolution

2010-04-16

arxiv.org/abs/1004.2852v2

Elect. Comm. in Probab. 15 (2010), 457-474

Mathematics

Probability

Scientific paper

In this paper we deal with Mellin convolution of generalized Gamma densities
which leads to integrals of modified Bessel functions of the second kind. Such
convolutions allow us to explicitly write the solutions of the time-fractional
diffusion equations involving the adjoint operators of a square Bessel process
and a Bessel process.

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