Time-inhomogeneous jump processes and variable order operators
From MaRDI portal
Publication:334899
DOI10.1007/s11118-016-9551-4zbMath1361.60075arXiv1506.06893OpenAlexW2259611926MaRDI QIDQ334899
Costantino Ricciuti, Bruno Toaldo, Enzo Orsingher
Publication date: 1 November 2016
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.06893
Poisson point processesfractional calculusfractional Laplaciansubordinate Brownian motionsubordinatorsBernštein functionsmultistable processtime-dependent generatorstime-inhomogeneous jump processestwo-parameter semigroups
Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items
On semi-Markov processes and their Kolmogorov's integro-differential equations, Goodness-of-fit test for multistable Lévy processes, On the exit time from open sets of some semi-Markov processes, Tempered relaxation equation and related generalized stable processes, Heavy-tailed fractional Pearson diffusions, Semi-Markov models and motion in heterogeneous media, A stage structured demographic model with ``no-regression growth: the case of temperature-dependent development rate, Fractional Poisson processes of order \(k\) and beyond, From semi-Markov random evolutions to scattering transport and superdiffusion, Scott-Blair models with time-varying viscosity, Time-inhomogeneous fractional Poisson processes defined by the multistable subordinator, Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation, On discrete-time semi-Markov processes
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The fractional Poisson process and the inverse stable subordinator
- General fractional calculus, evolution equations, and renewal processes
- Hitchhiker's guide to the fractional Sobolev spaces
- On two multistable extensions of stable Lévy motion and their semi-martingale representations
- Triangular array limits for continuous time random walks
- On the potential theory of one-dimensional subordinate Brownian motions with continuous components
- Fractional diffusion equations and processes with randomly varying time
- Multifractional, multistable, and other processes with Prescribed local form
- A symbolic calculus for pseudo differential operators generating Feller semigroups
- Potential theory of subordinate killed Brownian motion in a domain
- Time-fractional telegraph equations and telegraph processes with Brownian time
- A Ferguson-Klass-LePage series representation of multistable multifractional motions and related processes
- Multifractional Poisson process, multistable subordinator and related limit theorems
- Lévy mixing related to distributed order calculus, subordinators and slow diffusions
- Markov processes, semigroups and generators.
- Feller semigroups obtained by variable order subordination
- Convolution-type derivatives, hitting-times of subordinators and time-changed \(C_0\)-semigroups
- On the generation of semigroups of linear operators
- Time-Changed Processes Governed by Space-Time Fractional Telegraph Equations
- Change of Time and Change of Measure
- Multistable Processes and Localizability
- Lévy Processes and Stochastic Calculus
- The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics
- INTERACTING TIME-FRACTIONAL AND Δν PDES SYSTEMS VIA BROWNIAN-TIME AND INVERSE-STABLE-LÉVY-TIME BROWNIAN SHEETS
- Potential Theory of Subordinate Brownian Motions Revisited
- State-Dependent Fractional Point Processes
- Inverse Stable Subordinators
- Stochastic models for fractional calculus
- Bernstein functions. Theory and applications
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
