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arxiv: 2012.12003 · v1 · pith:4WYEQ5BTnew · submitted 2020-12-22 · 🧮 math.PR · math.AP

Fractional Cauchy problem on random snowflakes

classification 🧮 math.PR math.AP
keywords fractionalboundarycauchyfractalpre-fractalproblemrandomrobin
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We consider time-changed Brownian motions on random Koch (pre-fractal and fractal) domains where the time change is given by the inverse to a subordinator. In particular, we study the fractional Cauchy problem with Robin condition on the pre-fractal boundary obtaining asymptotic results for the corresponding fractional diffusions with Robin, Neumann and Dirichlet boundary conditions on the fractal domain.

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