Fractional boundary value problems

Abstract

We study some functionals associated with a process driven by a fractional boundary value problem (FBVP for short). By FBVP we mean a Cauchy problem with boundary condition written in terms of a fractional equation, that is an equation involving time-fractional derivative in the sense of Caputo. We focus on lifetimes and additive functionals characterizing the boundary conditions. We show that the corresponding additive functionals are related to the fractional telegraph equations. Moreover, the fractional order of the derivative gives a unified condition including the elastic and the sticky cases among the others.