Mittag-Leffler function and fractional differential equations

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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 α (0 < α < 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.