Applications of inverse tempered stable subordinators
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Publication:666754
DOI10.1016/j.camwa.2016.07.026zbMath1409.60058OpenAlexW2508794727MaRDI QIDQ666754
Hans-Peter Scheffler, Mahmoud S. Alrawashdeh, Mark M. Meerschaert, James F. Kelly
Publication date: 12 March 2019
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.camwa.2016.07.026
Fractional processes, including fractional Brownian motion (60G22) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Fractional partial differential equations (35R11)
Related Items (24)
Convergence and Stability of an Explicit Method for Autonomous Time-Changed Stochastic Differential Equations with Super-Linear Coefficients ⋮ Trade duration risk in subdiffusive financial models ⋮ Characterization of the inverse stable subordinator ⋮ Time-changed space-time fractional Poisson process ⋮ Bimodality of the interspike interval distributions for subordinated diffusion models of integrate-and-fire neurons ⋮ Mixtures of Tempered Stable Subordinators ⋮ State dependent versions of the space-time fractional Poisson process ⋮ Inverse tempered stable subordinators and related processes with Mellin transform ⋮ Models of space-time random fields on the sphere ⋮ 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 ⋮ Feynman-Kac formula for tempered fractional general diffusion equations with nonautonomous external potential ⋮ Tempered fractional Langevin–Brownian motion with inverse β-stable subordinator ⋮ Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations ⋮ Abstract Cauchy problems for the generalized fractional calculus ⋮ Time-non-local Pearson diffusions ⋮ Recent developments on fractional point processes ⋮ Cusping, transport and variance of solutions to generalized Fokker–Planck equations ⋮ Fractional Poisson process time-changed by Lévy subordinator and its inverse ⋮ On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators ⋮ Tempered fractional Poisson processes and fractional equations with Z-transform ⋮ Finite-time attractivity for semilinear tempered fractional wave equations ⋮ The probabilistic point of view on the generalized fractional partial differential equations ⋮ Skellam and time-changed variants of the generalized fractional counting process
Uses Software
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