Inverse stable subordinators
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Publication:5300701
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Cited in
(95)- Fractional queues with catastrophes and their transient behaviour
- Time-changed fractional Ornstein-Uhlenbeck process
- A Hopf-Lax formula for Hamilton-Jacobi equations with Caputo time-fractional derivative
- Finite dimensional Fokker-Planck equations for continuous time random walk limits
- Modeling transport through an environment crowded by a mixture of obstacles of different shapes and sizes
- Fractional diffusion equation degenerating in the initial hyperplane
- Relaxation patterns and semi-Markov dynamics
- On the transient behaviour of fractional \(M/M/\infty\) queues
- Recent developments on fractional point processes
- Dynamical behavior of stochastic cellular neural networks with distributed time delays
- Chernoff approximation for semigroups generated by killed Feller processes and Feynman formulae for time-fractional Fokker-Planck-Kolmogorov equations
- Fractional Negative Binomial and Polya Processes
- Probabilistic representation formula for the solution of fractional high-order heat-type equations
- Models for characterizing the transition among anomalous diffusions with different diffusion exponents
- The fractional non-homogeneous Poisson process
- BOUNDS ON THE SUPPORT OF THE MULTIFRACTAL SPECTRUM OF STOCHASTIC PROCESSES
- Non-local solvable birth-death processes
- Some large deviations principles for time-changed Gaussian processes
- A fractional multi-states model for insurance
- Time-non-local Pearson diffusions
- Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics
- A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution
- Fractional immigration-death processes
- The tempered stable process with infinitely divisible inverse subordinators
- Nonlocal in-time telegraph equation and telegraph processes with random time
- On fractional tempered stable processes and their governing differential equations
- Anomalous diffusion with ballistic scaling: a new fractional derivative
- Skellam and time-changed variants of the generalized fractional counting process
- Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators
- Non-homogeneous space-time fractional Poisson processes
- Applications of inverse tempered stable subordinators
- Brownian subordinators and fractional Cauchy problems
- scientific article; zbMATH DE number 6866535 (Why is no real title available?)
- Stochastic representation of subdiffusion processes with time-dependent drift
- Renewal theory for a system with internal states
- Space-time fractional stochastic partial differential equations with Lévy noise
- Stochastic solutions for time-fractional heat equations with complex spatial variables
- First passage times for some classes of fractional time-changed diffusions
- An elementary proof for dynamical scaling for certain fractional non-homogeneous Poisson processes
- Moment-based estimation for parameters of general inverse subordinator
- Space-time fractional stochastic partial differential equations
- Time dependent random fields on spherical non-homogeneous surfaces
- Time-fractional geometric Brownian motion from continuous time random walks
- Comb Model with Slow and Ultraslow Diffusion
- Explicit solutions of some fractional partial differential equations via stable subordinators
- Long-memory Gaussian processes governed by generalized Fokker-Planck equations
- Intermittency fronts for space-time fractional stochastic partial differential equations in \((d + 1)\) dimensions
- Convolution-type derivatives, hitting-times of subordinators and time-changed \(C_0\)-semigroups
- Asymptotic degeneracy and subdiffusivity
- Solving multidimensional fractional Fokker-Planck equations via unbiased density formulas for anomalous diffusion processes
- Non-linear noise excitation for some space-time fractional stochastic equations in bounded domains
- Beyond monofractional kinetics
- Stochastic solutions for fractional wave equations
- Intermittence and space-time fractional stochastic partial differential equations
- Queuing models with Mittag-Leffler inter-event times
- Time-inhomogeneous jump processes and variable order operators
- Fractional Erlang queues
- Ultrafast subordinators and their hitting times
- Inverse tempered stable subordinators
- Limit theorems for the fractional nonhomogeneous Poisson process
- The probabilistic point of view on the generalized fractional partial differential equations
- On densities of the product, quotient and power of independent subordinators
- Characterization of the inverse stable subordinator
- Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching
- Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations
- Fractionally integrated inverse stable subordinators
- Fractional Skellam process of order \(k\)
- On the infinite divisibility of distributions of some inverse subordinators
- Continuity of the solution to a stochastic time-fractional diffusion equations in the spatial domain with locally Lipschitz sources
- Asymptotic behavior and quasi-limiting distributions on time-fractional birth and death processes
- The fractional d'Alembert's formulas
- Subordination and memory dependent kinetics in diffusion and relaxation phenomena
- Asymptotics of fundamental solutions for time fractional equations with convolution kernels
- Regularity and asymptotics of densities of inverse subordinators
- The Havriliak–Negami and Jurlewicz–Weron–Stanislavsky relaxation models revisited: memory functions based study
- A time-changed stochastic control problem and its maximum principle maximum principle
- The Fokker-Planck equation for the time-changed fractional Ornstein-Uhlenbeck stochastic process
- Inverse stable prior for exponential models
- Some skew-symmetric distributions which include the bimodal ones
- On a fractional queueing model with catastrophes
- Level of noises and long time behavior of the solution for space-time fractional SPDE in bounded domains
- Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes
- Weak error for continuous time Markov chains related to fractional in time P(I)DEs
- Non-Gaussian diffusion of mixed origins
- Symmetric $\alpha$-stable subordinators and Cauchy problems
- Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates
- Method of variable separation for investigating exact solutions and dynamical properties of the time-fractional Fokker-Planck equation
- Lévy processes time-changed by the first-exit time of the inverse Gaussian subordinator
- Convoluted fractional Poisson process of order k
- On the uniform ergodicity rate of a fractional Ehrenfest urn model
- A semi-Markov algorithm for continuous time random walk limit distributions
- Tempered fractional Poisson processes and fractional equations with Z-transform
- On the inverse gamma subordinator
- Adomian Decomposition Method and Fractional Poisson Processes: A Survey
- Non-local logistic equations from the probability viewpoint
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