Lévy mixing related to distributed order calculus, subordinators and slow diffusions

DOI10.1016/j.jmaa.2015.05.024zbMath1319.60100arXiv1406.4669OpenAlexW1597534841MaRDI QIDQ2352873

Bruno Toaldo

Publication date: 6 July 2015

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

Full work available at URL: https://arxiv.org/abs/1406.4669

zbMATH Keywords

Lévy processesBernstein functionssubordinatorsinverse local timedistributed order calculusdistributed order integro-differential operatorsslow diffusions

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Fractional derivatives and integrals (26A33) Diffusion processes (60J60) Integro-differential operators (47G20)

Related Items (11)

On semi-Markov processes and their Kolmogorov's integro-differential equations ⋮ Time-inhomogeneous jump processes and variable order operators ⋮ On the exit time from open sets of some semi-Markov processes ⋮ Semi-Markov models and motion in heterogeneous media ⋮ From semi-Markov random evolutions to scattering transport and superdiffusion ⋮ Predefined-time control of distributed-order systems ⋮ Relaxation patterns and semi-Markov dynamics ⋮ Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation ⋮ On discrete-time semi-Markov processes ⋮ Fractional integro-differential sliding mode control of a class of distributed-order nonlinear systems ⋮ Limit theorems for prices of options written on semi-Markov processes

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