Stochastic solution of a nonlinear fractional differential equation
Abstract
A stochastic solution is constructed for a fractional generalization of the KPP (Kolmogorov, Petrovskii, Piskunov) equation. The solution uses a fractional generalization of the branching exponential process and propagation processes which are spectral integrals of Levy processes
- Publication:
-
arXiv e-prints
- Pub Date:
- March 2008
- DOI:
- 10.48550/arXiv.0803.4457
- arXiv:
- arXiv:0803.4457
- Bibcode:
- 2008arXiv0803.4457C
- Keywords:
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- Mathematics - Probability;
- Mathematics - Analysis of PDEs;
- 26A33;
- 60G20;
- 60H99;
- 35K55
- E-Print:
- 10 pages