On fractional tempered stable processes and their governing differential equations

DOI10.1016/J.JCP.2014.05.026MaRDI QIDQ349903zbMATH OpenOpenAlexFDO

Authors L. Beghin

Publication date 5 December 2016

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jcp.2014.05.026

zbMATH Keywords

inverse Gaussian process\(\alpha\)-relativistic processesrelativistic diffusion equationshifted fractional derivativetempered stable subordinator

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Fractional partial differential equations (35R11)

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• Time-changed Poisson processes
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Cited in

(27)

• Fractional diffusion-type equations with exponential and logarithmic differential operators
• Tempered fractional multistable motion and tempered multifractional stable motion
• Censored stable subordinators and fractional derivatives
• Linnik Lévy process and some extensions
• Stable Lévy process delayed by tempered stable subordinator
• Elastic drifted Brownian motions and non-local boundary conditions
• Fractional Skellam process of order \(k\)
• Tempered Mittag-Leffler Lévy processes
• Fractional gamma and gamma-subordinated processes
• Large deviations for a class of tempered subordinators and their inverse processes
• Time-changed space-time fractional Poisson process
• Goodness-of-fit test for stochastic processes using even empirical moments statistic
• Geometric stable processes and related fractional differential equations
• Solutions of fractional logistic equations by Euler's numbers
• Delayed and rushed motions through time change
• Skellam and time-changed variants of the generalized fractional counting process
• Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators
• Drifted Brownian motions governed by fractional tempered derivatives
• Stochastic solutions for time-fractional heat equations with complex spatial variables
• scientific article; zbMATH DE number 954436 (Why is no real title available?)
• Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates
• Stable Lévy motion with inverse Gaussian subordinator
• Tempered relaxation equation and related generalized stable processes
• Tempered fractional Poisson processes and fractional equations with Z-transform
• Path dynamics of time-changed Lévy processes: a martingale approach
• Fractional Cauchy problem on random snowflakes
• Stochastic models with mixtures of tempered stable subordinators

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