Reflected spectrally negative stable processes and their governing equations

DOI10.1090/tran/6360zbMath1378.60075arXiv1301.5605OpenAlexW1985095501WikidataQ60580265 ScholiaQ60580265MaRDI QIDQ3448986

Boris Baeumer, Mark M. Meerschaert, Peter Straka, Mihály Kovács, Rene L. Schilling

Publication date: 3 November 2015

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.5605

zbMATH Keywords

fractional derivativesCauchy problemMarkov processesreflecting boundary conditionsstable processes

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Fractional derivatives and integrals (26A33) Stable stochastic processes (60G52) Boundary theory for Markov processes (60J50)

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