Space-time fractional Dirichlet problems
  This paper establishes explicit solutions for fractional diffusion problems on bounded domains. It also gives stochastic solutions, in terms of Markov processes time-changed by an inverse stable subordinator whose index equals the order of the fractional time derivative. Some applications are given, to demonstrate how to specify a well-posed Dirichlet problem for space-time fractional diffusions in one or several variables. This solves an open problem in numerical analysis. 
Boris Baeumer, Tomasz Luks, Mark M. Meerschaert
math.PR math.AP math.FA