Density solutions to a class of integro-differential equations

DOI10.1016/J.JMAA.2017.08.043MaRDI QIDQ1674377zbMATH OpenOpenAlexFDO

Authors Wissem Jedidi, Thomas Simon, Min Wang

Publication date 2 November 2017

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1704.08228

zbMATH Keywords

beta distributiondouble gamma functiongeneralized gamma convolutionintegro-differential equationRiemann-Liouville operatorstable distribution

Mathematics Subject Classification ID

Integro-ordinary differential equations (45J05) Operations with distributions and generalized functions (46F10)

Abstract: We consider the integro-differential equation ${mI}_{0+}^{alpha}f=x^{m}f$ on the half-line. We show that there exists a density solution, which is then unique and can be expressed in terms of the Beta distribution, if and only if $m>alpha.$ These density solutions extend the class of generalized one-sided stable distributions introduced in Schneider (1987) and more recently investigated in Pakes (2014). We study various analytical aspects of these densities, and we solve the open problems about infinite divisibility formulated in Pakes (2014).

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Cited in

(22)

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