Space-time duality for semi-fractional diffusions

DOI10.1007/978-3-030-59649-1_11zbMath1462.35441arXiv1905.05459OpenAlexW2945873200MaRDI QIDQ2019741

Svenja Lage, Peter Becker-Kern

Publication date: 22 April 2021

Full work available at URL: https://arxiv.org/abs/1905.05459

zbMATH Keywords

subordinatorfractional diffusionZolotarev dualityhitting-timesemi-fractional derivativesemistable Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Self-similar stochastic processes (60G18) Fractional partial differential equations (35R11)

Related Items

On self-similar Bernstein functions and corresponding generalized fractional derivatives, How smooth can the convex hull of a Lévy path be?

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A physically based connection between fractional calculus and fractal geometry
• General fractional calculus, evolution equations, and renewal processes
• Hausdorff dimension of the graph of an operator semistable Lévy process
• A dimension theorem for sample functions of stable processes
• Intersections of Brownian motions
• Asymptotic behavior of semistable Lévy exponents and applications to fractal path properties
• Probabilistic representation formula for the solution of fractional high-order heat-type equations
• The Hausdorff dimension of operator semistable Lévy processes
• Multiple points of operator semistable Lévy processes
• Semi-fractional diffusion equations
• Dimension results for sample paths of operator stable Lévy processes
• Stable distributions and their characteristic functions
• A dimension theorem for sample functions of processes with stable components
• Finite difference approximations for two-sided space-fractional partial differential equations
• On some expansions of stable distribution functions
• Functional Fractional Calculus
• Space–Time Duality for Fractional Diffusion
• Sample Path Properties of a Class of Operator Stable Processes
• Brownian subordinators and fractional Cauchy problems
• A limit theorem which clarifies the ‘Petersburg Paradox'
• THE RELATIONSHIP BETWEEN FRACTIONAL CALCULUS AND FRACTALS
• On exact Hausdorff measure functions of operator semistable Lévy processes
• Limit theorems for continuous-time random walks with infinite mean waiting times
• Sample path properties of processes with stable components
• First Passage times and Sojourn Times for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path
• Stochastic models for fractional calculus