On fractional tempered stable processes and their governing differential equations

DOI10.1016/J.JCP.2014.05.026zbMATH Open1349.60062OpenAlexW2083805273MaRDI QIDQ349903FDOQ349903

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

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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)

Cites Work

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• Financial Modelling with Jump Processes
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Cited In (27)

• Fractional Skellam process of order \(k\)
• Goodness-of-fit test for stochastic processes using even empirical moments statistic
• Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators
• Skellam and time-changed variants of the generalized fractional counting process
• Title not available (Why is that?)
• Tempered fractional multistable motion and tempered multifractional stable motion
• Censored stable subordinators and fractional derivatives
• Tempered relaxation equation and related generalized stable processes
• Fractional gamma and gamma-subordinated processes
• 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
• Solutions of fractional logistic equations by Euler's numbers
• Drifted Brownian motions governed by fractional tempered derivatives
• Fractional diffusion-type equations with exponential and logarithmic differential operators
• Large deviations for a class of tempered subordinators and their inverse processes
• Stochastic solutions for time-fractional heat equations with complex spatial variables
• Elastic drifted Brownian motions and non-local boundary conditions
• Fractional Cauchy problem on random snowflakes
• Path dynamics of time-changed Lévy processes: a martingale approach
• Tempered Mittag-Leffler Lévy processes
• Time-changed space-time fractional Poisson process
• Stochastic models with mixtures of tempered stable subordinators
• Delayed and rushed motions through time change
• Tempered fractional Poisson processes and fractional equations with Z-transform
• Linnik Lévy process and some extensions
• Stable Lévy process delayed by tempered stable subordinator
• Geometric stable processes and related fractional differential equations

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