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arXiv · 1506.02915

Mittag-Leffler Analysis II: Application to the fractional heat equation

Martin Grothaus·Florian Jahnert
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Abstract

Mittag-Leffler analysis is an infinite dimensional analysis with respect to non-Gaussian measures of Mittag-Leffler type which generalizes the powerful theory of Gaussian analysis and in particular white noise analysis. In this paper we further develop the Mittag-Leffler analysis by characterizing the convergent sequences in the distribution space. Moreover we provide an approximation of Donsker's delta by square integrable functions. Then we apply the structures and techniques from Mittag-Leffler analysis in order to show that a Green's function to the time-fractional heat equation can be constructed using generalized grey Brownian motion (ggBm) by extending the fractional Feynman-Kac formula from Schneider. Moreover we analyse ggBm, show its differentiability in a distributional sense and the existence of corresponding local times.

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Martin Grothaus, Florian Jahnert. 2015-06-09. Mittag-Leffler Analysis II: Application to the fractional heat equation. https://arxiv.org/abs/1506.02915

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