  We analyze here different forms of fractional relaxation equations of order
{\nu}\in(0,1) and we derive their solutions both in analytical and in
probabilistic forms. In particular we show that these solutions can be
expressed as crossing probabilities of random boundaries by various types of
stochastic processes, which are all related to the Brownian motion B. In the
special case {\nu}=1/2, the fractional relaxation is proved to coincide with
Pr{sup_{0\leqs\leqt} B(s)<U}, for an exponential boundary U. When we generalize
the distributions of the random boundary, passing from the exponential to the
Gamma density, we obtain more and more complicated fractional equations.
