General Airy-type equations, heat-type equations and pseudo-processes

Abstract

We present a systematic study of higher-order Airy-type differential equations providing the explicit form of the solutions, deriving their power series expansions and a probabilistic interpretation. Under suitable convergence hypotheses, we compute their integral on the real line and, by means of complex integration, we provide alternative explicit forms. We then focus on the differential equations governing their derivatives, their products, their convolutions and higher-order Scorer type equations. Then, we study higher-order heat-type fractional Cauchy, showing that their fundamental solutions can be expressed in terms of Airy-type functions and their convolutions, recovering as special cases several results of appeared in previous papers. Furthermore, pseudo-processes theory permits us to give nice interpretations of the results, extending them in the case of equations involving different fractional operators and study the moments of the solutions.