Applications of inverse tempered stable subordinators
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Publication:666754
DOI10.1016/J.CAMWA.2016.07.026zbMATH Open1409.60058OpenAlexW2508794727MaRDI QIDQ666754FDOQ666754
Authors: Mahmoud S. Alrawashdeh, J. F. Kelly, Mark M. Meerschaert, Hans-Peter Scheffler 
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
Recommendations
- Inverse stable subordinators
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- Inverse tempered stable subordinators and related processes with Mellin transform
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Fractional processes, including fractional Brownian motion (60G22) Fractional partial differential equations (35R11)
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Cited In (30)
- Fractional Skellam process of order \(k\)
- State dependent versions of the space-time fractional Poisson process
- 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
- Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations
- Skellam and time-changed variants of the generalized fractional counting process
- On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators
- Transient anomalous sub-diffusion on bounded domains
- Fractional Poisson process time-changed by Lévy subordinator and its inverse
- The probabilistic point of view on the generalized fractional partial differential equations
- Mixtures of Tempered Stable Subordinators
- A fast Euler-Maruyama scheme and its strong convergence for multi-term Caputo tempered fractional stochastic differential equations
- Trade duration risk in subdiffusive financial models
- Characterization of the inverse stable subordinator
- Models of space-time random fields on the sphere
- Abstract Cauchy problems for the generalized fractional calculus
- Convergence and Stability of an Explicit Method for Autonomous Time-Changed Stochastic Differential Equations with Super-Linear Coefficients
- Time-non-local Pearson diffusions
- Finite-time attractivity for semilinear tempered fractional wave equations
- Tempered fractional Langevin–Brownian motion with inverse β-stable subordinator
- Cusping, transport and variance of solutions to generalized Fokker–Planck equations
- Bimodality of the interspike interval distributions for subordinated diffusion models of integrate-and-fire neurons
- Inverse tempered stable subordinators and related processes with Mellin transform
- Recent developments on fractional point processes
- Time-changed space-time fractional Poisson process
- Feynman-Kac formula for tempered fractional general diffusion equations with nonautonomous external potential
- Tempered fractional differential equations on hyperbolic space
- Tempered fractional Poisson processes and fractional equations with Z-transform
- Feynman-Kac formula for tempered fractional general diffusion equations driven by TFBM
- New theories and applications of tempered fractional differential equations
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