Stochastic applications of Caputo-type convolution operators with nonsingular kernels

DOI10.1080/07362994.2021.2021091MaRDI QIDQ5880402zbMATH OpenOpenAlexFDO

Authors Michele Caputo, L. Beghin

Publication date 9 March 2023

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2106.15972

zbMATH Keywords

Bernstein functionsCaputo-like convolution operatorscompound Poisson processPrabhakar functionrisk reserve process

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20) Integro-differential operators (47G20) Processes with independent increments; Lévy processes (60G51)

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Cited in

(2)

• Stochastic applications of Caputo-type convolution operators with non-singular kernels
• On multiterm time-fractional diffusion equations with additional memory

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