Geometric stable processes and related fractional differential equations

DOI10.1214/ECP.v19-2771zbMath1321.60101arXiv1304.7915MaRDI QIDQ743089

Luisa Beghin

Publication date: 22 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.7915

zbMATH Keywords

fractional differential equationsshift operatorRiesz-Feller fractional derivativegamma subordinatorgeometric stable processes

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Mittag-Leffler functions and generalizations (33E12) Stable stochastic processes (60G52) Fractional ordinary differential equations (34A08)

Related Items (12)

Fractional diffusion-type equations with exponential and logarithmic differential operators ⋮ Space-fractional versions of the negative binomial and Polya-type processes ⋮ Linnik Lévy process and some extensions ⋮ Generalized Mittag-Leffler Lévy process and its connections to first passage times of Lévy subordinators ⋮ Analysis of the Lévy Flight Foraging Hypothesis in \(\mathbb{R}^{n}\) and Unreliability of the Most Rewarding Strategies ⋮ On the inverse gamma subordinator ⋮ Variance gamma (nonlocal) equations ⋮ Small order limit of fractional Dirichlet sublinear-type problems ⋮ Prabhakar Lévy processes ⋮ Generalized fractional Laplace motion ⋮ The logarithmic Schrödinger operator and associated Dirichlet problems ⋮ Tempered Mittag-Leffler Lévy processes

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