Kolmogorov equations in fractional derivatives for the transition probabilities of continuous-time Markov processes

DOI10.3103/S1063454117010101zbMath1382.60099MaRDI QIDQ1696066

R. N. Miroshin

Publication date: 14 February 2018

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

zbMATH Keywords

fractional derivativesKolmogorov equationstransition probabilitycontinuous-time Markov process

Mathematics Subject Classification ID

Other nonlinear integral equations (45G10) Continuous-time Markov processes on discrete state spaces (60J27)

Cites Work

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• On some solutions to the Chapman-Kolmogorov integral equation
• Fractional integral and its physical interpretation

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