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math.PR2016
Probabilistic representation formula for the solution of fractional high order heat-type equations
Stefano Bonaccorsi, Mirko D'Ovidio, Sonia Mazzucchi
We propose a probabilistic construction for the solution of a general class of fractional high order heat-type equations in the one-dimensional case, by using a sequence of random…
math.PR2016
Asymptotics for time-changed diffusions
Raffaela Capitanelli, Mirko D'Ovidio
We consider time-changed diffusions driven by generators with discontinuous coefficients. The PDE's connections are investigated and in particular some results on the asymptotic an…