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Caputo-Type Modification of the Erdélyi-Kober Fractional Derivative

Luchko, Yury, Trujillo, Juan (2007)

Fractional Calculus and Applied Analysis

2000 Math. Subject Classification: 26A33; 33E12, 33E30, 44A15, 45J05The Caputo fractional derivative is one of the most used definitions of a fractional derivative along with the Riemann-Liouville and the Grünwald- Letnikov ones. Whereas the Riemann-Liouville definition of a fractional derivative is usually employed in mathematical texts and not so frequently in applications, and the Grünwald-Letnikov definition – for numerical approximation of both Caputo and Riemann-Liouville fractional derivatives,...

Cyclic random motions in d -space with n directions

Aimé Lachal (2006)

ESAIM: Probability and Statistics

We study the probability distribution of the location of a particle performing a cyclic random motion in d . The particle can take n possible directions with different velocities and the changes of direction occur at random times. The speed-vectors as well as the support of the distribution form a polyhedron (the first one having constant sides and the other expanding with time t). The distribution of the location of the particle is made up of two components: a singular component (corresponding...

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