Abstract
Abstract In this work, we focus on the fractional versions of the well-known Kolmogorov forward equations. We consider the problem in two cases. In case 1, we apply the left Caputo fractional derivatives for α ∈ (0, 1] and in case 2, we use the right Riemann-Liouville fractional derivatives on R+, for α ∈ (1, +∞). The exact solutions are obtained for the both cases by Laplace transforms and stable subordinators.
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More From: Analele Universitatii "Ovidius" Constanta - Seria Matematica
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