Mittag-Leffler function and fractional differential equations

Abstract

We adopt a procedure of operational-umbral type to solve the $(1+1)$-dimensional fractional Fokker-Planck equation in which time fractional derivative of order $\alpha$ ($0<\alpha <1$) is in the Riemann-Liouville sense. The technique we propose merges well documented operational methods to solve ordinary FP equation and a redefinition of the time by means of an umbral operator. We show that the proposed method allows significant progress including the handling of operator ordering.