In this paper, we show several connections between special functions arising from generalized Conway-Maxwell-Poisson (COM-Poisson) type statistical distributions and integro-differential equations with varying coefficients involving Hadamard-type operators. New analytical results are obtained, showing the particular role of Hadamard-type derivatives in connection with a recently introduced generalization of the Le Roy function. We are also able to prove a general connection between fractional hyper-Bessel-type equations involving Hadamard operators and Le Roy functions.

We consider the planar random motion of a particle that moves with constant finite speed c and, at Poisson-distributed times, changes its direction θ with uniform law in [0, 2π). This model represents the natural two-dimensional counterpart of the well-known Goldstein–Kac telegraph process. For the particle's position (X(t), Y(t)), t > 0, we obtain the explicit conditional distribution when the number of changes of direction is fixed. From this, we derive the explicit probability law f(x, y, t) of (X(t), Y(t)) and show that the density p(x, y, t) of its absolutely continuous component is the fundamental solution to the planar wave equation with damping. We also show that, under the usual Kac condition on the velocity c and the intensity λ of the Poisson process, the density p tends to the transition density of planar Brownian motion. Some discussions concerning the probabilistic structure of wave diffusion with damping are presented and some applications of the model are sketched.

This paper is concerned with the fractionalized diffusion equations governing the law of the fractional Brownian motion B_H(t). We obtain solutions of these equations which are probability laws extending that of B_H(t). Our analysis is based on McBride fractional operators generalizing the hyper-Bessel operators L and converting their fractional power L^α into Erdélyi–Kober fractional integrals. We study also probabilistic properties of the random variables whose distributions satisfy space-time fractional equations involving Caputo and Riesz fractional derivatives. Some results emerging from the analysis of fractional equations with time-varying coefficients have the form of distributions of time-changed random variables.