Mellin convolution for subordinated stable processes

DOI10.1007/s10958-006-0008-yzbMath1411.60026OpenAlexW2004530012MaRDI QIDQ2255662

Gianni Pagnini, Francesco Mainardi, Rudolf Gorenflo

Publication date: 17 February 2015

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-006-0008-y

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10)

Related Items (3)

A stochastic solution with Gaussian stationary increments of the symmetric space-time fractional diffusion equation ⋮ Some properties of the one-dimensional subordinated stable model ⋮ Two-particle anomalous diffusion: probability density functions and self-similar stochastic processes

Cites Work

• Can one see \(\alpha\)-stable variables and processes?
• Black-Scholes model under subordination
• Salvatore Pincherle: the pioneer of the Mellin-Barnes integrals.
• Stochastic solution of space-time fractional diffusion equations
• The fundamental solution of the space-time fractional diffusion equation
• Chance and Stability
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