Applications of inverse tempered stable subordinators
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Cites work
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- Inverse stable subordinators
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Cited in
(34)- A fast Euler-Maruyama scheme and its strong convergence for multi-term Caputo tempered fractional stochastic differential equations
- Inverse tempered stable subordinators and related processes with Mellin transform
- Transient anomalous sub-diffusion on bounded domains
- Recent developments on fractional point processes
- Bimodality of the interspike interval distributions for subordinated diffusion models of integrate-and-fire neurons
- Fractional Skellam process of order \(k\)
- Cusping, transport and variance of solutions to generalized Fokker–Planck equations
- State dependent versions of the space-time fractional Poisson process
- Time-non-local Pearson diffusions
- Models of space-time random fields on the sphere
- Time-changed space-time fractional Poisson process
- Feynman-Kac formula for tempered fractional general diffusion equations with nonautonomous external potential
- The tempered stable process with infinitely divisible inverse subordinators
- Inverse stable subordinators
- Tempered fractional differential equations on hyperbolic space
- Fractional Poisson process time-changed by Lévy subordinator and its inverse
- Trade duration risk in subdiffusive financial models
- On fractional tempered stable processes and their governing differential equations
- Abstract Cauchy problems for the generalized fractional calculus
- Skellam and time-changed variants of the generalized fractional counting process
- New theories and applications of tempered fractional differential equations
- Tempered fractional Langevin-Brownian motion with inverse \(\beta\)-stable subordinator
- Convergence and Stability of an Explicit Method for Autonomous Time-Changed Stochastic Differential Equations with Super-Linear Coefficients
- Unified stochastic representation, well-posedness analysis, and regularity analysis for the equations modeling anomalous diffusions
- Theories of tempered fractional calculus applied to tempered fractional Langevin and Vasicek equations
- On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators
- Tempered fractional Poisson processes and fractional equations with Z-transform
- Inverse tempered stable subordinators
- The probabilistic point of view on the generalized fractional partial differential equations
- Characterization of the inverse stable subordinator
- Finite-time attractivity for semilinear tempered fractional wave equations
- Stochastic models with mixtures of tempered stable subordinators
- Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations
- Feynman-Kac formula for tempered fractional general diffusion equations driven by TFBM
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