Abstract
In this paper, a type of time-fractional Fokker-Planck equation (FPE) of the OrnsteinUhlenbeck process is solved via Riemann-Liouville and Caputo derivatives. An analytical method based on symmetry operators is used for finding reduced form and exact solutions of the equation. A numerical simulation based on the M¨untz-Legendre polynomials is applied in order to find some approximated solutions of the equation.
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