Stochastic classical solutions for space-time fractional evolution equations on a bounded domain

Space-time fractional evolution equations are a powerful tool to model diffusion displaying space-time heterogeneity. We prove existence, uniqueness and stochastic representation of classical solutions for an extension of Caputo evolution equations featuring time-nonlocal initial conditions. We discuss the interpretation of the new stochastic representation. As part of the proof a new result about inhomogeneous Caputo evolution equations is proven.