Random time change and related evolution equations. Time asymptotic behavior

DOI10.1142/S0219493720500343zbMath1452.35038arXiv1901.10015OpenAlexW3103766094WikidataQ126434305 ScholiaQ126434305MaRDI QIDQ5133910

José Luís da Silva, Anatoly N. Kochubei, Yuri G. Kondratiev

Publication date: 11 November 2020

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.10015

zbMATH Keywords

subordination principleforward Kolmogorov equationsgeneral fractional calculusrandom time changes in Markov processes

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) PDEs with randomness, stochastic partial differential equations (35R60) Tauberian theorems (40E05) Fractional partial differential equations (35R11)

Related Items (4)

On random dynamical systems generated by white noise time change of deterministic dynamical systems ⋮ Compound Poisson processes: potentials, Green measures and random times ⋮ On fractional heat equation ⋮ From time to times

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