A Note on the Generalized Relativistic Diffusion Equation

Abstract

We study here a generalization of the time-fractional relativistic diffusion equation based on the application of Caputo fractional derivatives of a function with respect to another function. We find the Fourier transform of the fundamental solution and discuss the probabilistic meaning of the results obtained in relation to the time-scaled fractional relativistic stable process. We briefly consider also the application of fractional derivatives of a function with respect to another function in order to generalize fractional Riesz-Bessel equations, suggesting their stochastic meaning.