We study Cauchy problems of fractional differential equations in both space and time variables by expressing the solution in terms of “stochastic composition” of the solutions to two simpler problems. These Cauchy sub-problems respectively concern the space and the time differential operator involved in the main equation. We provide some probabilistic and pseudo-probabilistic applications, where the solution can be interpreted as the pseudo-transition density of a time-changed pseudo-process. To extend our results to higher order time-fractional problems, we introduce stable pseudo-subordinators as well as their pseudo-inverses. Finally, we present our results in the case of more general differential operators and we interpret the results by means of a linear combination of pseudo-subordinators and their inverse processes.
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