Moments of generalized fractional polynomial processes

DOI10.1016/J.SPA.2026.104901MaRDI QIDQ6851220zbMATH OpenFDO

Authors Johannes Assefa, Martin Keller-Ressel

Publication date 27 February 2026

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPA.2026.104901

zbMATH Keywords

Caputo fractional derivativefractional polynomial processesinverse Lévy-subordinatorKolmogorov backward equationMarkov processesmoments

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Fractional processes, including fractional Brownian motion (60G22) Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Continuous-time Markov processes on general state spaces (60J25)

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