Fractional non-linear, linear and sublinear death processes

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Abstract: This paper is devoted to the study of a fractional version of non-linear mathpzcMu(t), t>0, linear Mu(t), t>0 and sublinear mathfrakMu(t), t>0 death processes. Fractionality is introduced by replacing the usual integer-order derivative in the difference-differential equations governing the state probabilities, with the fractional derivative understood in the sense of Dzhrbashyan--Caputo. We derive explicitly the state probabilities of the three death processes and examine the related probability generating functions and mean values. A useful subordination relation is also proved, allowing us to express the death processes as compositions of their classical counterparts with the random time process T2u(t), t>0. This random time has one-dimensional distribution which is the folded solution to a Cauchy problem of the fractional diffusion equation.












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