MSC 2010: 26A33, 35R11, 35R60, 35Q84, 60H10 Dedicated to 80-th anniversary of Professor Rudolf GorenfloThere is a well-known relationship between the Itô stochastic differential equations (SDEs) and the associated partial differential equations called Fokker-Planck equations, also called Kolmogorov equations. The Brownian motion plays the role of the basic driving process for SDEs. This paper provides fractional generalizations of the triple relationship between the driving process, corresponding...

The central symmetric time-fractional heat conduction equation with Caputo derivative of order 0 < α ≤ 2 is considered in a ball under two types of Robin boundary condition: the mathematical one with the prescribed linear combination of values of temperature and values of its normal derivative at the boundary, and the physical condition with the prescribed linear combination of values of temperature and values of the heat flux at the boundary, which is a consequence of Newton’s law of convective...