Inverse Stable Subordinators
From MaRDI portal
Publication:5300701
DOI10.1051/mmnp/20138201zbMath1274.60153WikidataQ42738535 ScholiaQ42738535MaRDI QIDQ5300701
Peter Straka, Mark M. Meerschaert
Publication date: 28 June 2013
Published in: Mathematical Modelling of Natural Phenomena (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/mmnp/20138201
time-fractional diffusion equation; inverse stable subordinator; stable subordinator; subordination identity
26A33: Fractional derivatives and integrals
60G52: Stable stochastic processes
35R11: Fractional partial differential equations
Related Items
Unnamed Item, Comb Model with Slow and Ultraslow Diffusion, A Semi-Markov Algorithm for Continuous Time Random Walk Limit Distributions, Renewal Theory for a System with Internal States, Fractional Negative Binomial and Polya Processes, BOUNDS ON THE SUPPORT OF THE MULTIFRACTAL SPECTRUM OF STOCHASTIC PROCESSES, Limit theorems for the fractional nonhomogeneous Poisson process, Tempered fractional Poisson processes and fractional equations with Z-transform, Lévy processes time-changed by the first-exit time of the inverse Gaussian subordinator, A time-changed stochastic control problem and its maximum principle theory, Asymptotic behavior and quasi-limiting distributions on time-fractional birth and death processes, Non-Gaussian diffusion of mixed origins, Asymptotic degeneracy and subdiffusivity, First passage times for some classes of fractional time-changed diffusions, The Fokker–Planck equation for the time-changed fractional Ornstein–Uhlenbeck stochastic process, Adomian Decomposition Method and Fractional Poisson Processes: A Survey, Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes, Non-local logistic equations from the probability viewpoint, Some Skew-Symmetric Distributions Which Include the Bimodal Ones, Solving Multidimensional Fractional Fokker--Planck Equations via Unbiased Density Formulas for Anomalous Diffusion Processes, Non-homogeneous space-time fractional Poisson processes, Weak error for continuous time Markov chains related to fractional in time P(I)DEs, Continuity of the solution to a stochastic time-fractional diffusion equations in the spatial domain with locally Lipschitz sources, Subordination and memory dependent kinetics in diffusion and relaxation phenomena, Level of noises and long time behavior of the solution for space-time fractional SPDE in bounded domains, Queuing models with Mittag-Leffler inter-event times, Convoluted fractional Poisson process of order k, The Havriliak–Negami and Jurlewicz–Weron–Stanislavsky relaxation models revisited: memory functions based study, Dynamical behavior of stochastic cellular neural networks with distributed time delays, Intermittence and space-time fractional stochastic partial differential equations, Time-inhomogeneous jump processes and variable order operators, The fractional non-homogeneous Poisson process, Fractionally integrated inverse stable subordinators, On fractional tempered stable processes and their governing differential equations, Time dependent random fields on spherical non-homogeneous surfaces, Space-time fractional stochastic partial differential equations, Non-linear noise excitation for some space-time fractional stochastic equations in bounded domains, Intermittency fronts for space-time fractional stochastic partial differential equations in \((d + 1)\) dimensions, Finite dimensional Fokker-Planck equations for continuous time random walk limits, Applications of inverse tempered stable subordinators, Stochastic solutions for fractional wave equations, Some large deviations principles for time-changed Gaussian processes, Modeling transport through an environment crowded by a mixture of obstacles of different shapes and sizes, Fractional queues with catastrophes and their transient behaviour, Characterization of the inverse stable subordinator, Beyond monofractional kinetics, Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators, On densities of the product, quotient and power of independent subordinators, Anomalous diffusion with ballistic scaling: a new fractional derivative, Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations, A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution, Fractional immigration-death processes, Probabilistic representation formula for the solution of fractional high-order heat-type equations, A fractional multi-states model for insurance, Time-non-local Pearson diffusions, On the transient behaviour of fractional \(M/M/\infty\) queues, Recent developments on fractional point processes, Fractional diffusion equation degenerating in the initial hyperplane, Moment-based estimation for parameters of general inverse subordinator, An elementary proof for dynamical scaling for certain fractional non-homogeneous Poisson processes, Stochastic solutions for time-fractional heat equations with complex spatial variables, Skellam and time-changed variants of the generalized fractional counting process, Method of variable separation for investigating exact solutions and dynamical properties of the time-fractional Fokker-Planck equation, Non-local solvable birth-death processes, Time-fractional geometric Brownian motion from continuous time random walks, Fractional Erlang queues, Space-time fractional stochastic partial differential equations with Lévy noise, Time-changed fractional Ornstein-Uhlenbeck process, Asymptotics of fundamental solutions for time fractional equations with convolution kernels, Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates, On a fractional queueing model with catastrophes, Relaxation patterns and semi-Markov dynamics, Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching, A Hopf-Lax formula for Hamilton-Jacobi equations with Caputo time-fractional derivative, Inverse stable prior for exponential models, On the infinite divisibility of distributions of some inverse subordinators, Chernoff approximation for semigroups generated by killed Feller processes and Feynman formulae for time-fractional Fokker-Planck-Kolmogorov equations, The probabilistic point of view on the generalized fractional partial differential equations, The fractional d'Alembert's formulas, Convolution-type derivatives, hitting-times of subordinators and time-changed \(C_0\)-semigroups, Nonlocal in-time telegraph equation and telegraph processes with random time, Models for characterizing the transition among anomalous diffusions with different diffusion exponents, Long-memory Gaussian processes governed by generalized Fokker-Planck equations
