Space–Time Fractional Equations and the Related Stable Processes at Random Time
نویسندگان
چکیده
منابع مشابه
Geometric stable processes and related fractional differential equations
We are interested in the differential equations satisfied by the density of the Geometric Stable processes { G α(t); t ≥ 0 } , with stability index α ∈ (0, 2] and symmetry parameter β ∈ [−1, 1], both in the univariate and in the multivariate cases. We resort to their representation as compositions of stable processes with an independent Gamma subordinator. As a preliminary result, we prove that...
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ژورنال
عنوان ژورنال: Journal of Theoretical Probability
سال: 2015
ISSN: 0894-9840,1572-9230
DOI: 10.1007/s10959-015-0641-9