Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators

DOI10.1007/s11009-018-9648-xzbMath1411.60058OpenAlexW2809421269WikidataQ129627798 ScholiaQ129627798MaRDI QIDQ1739376

Janusz Gajda, Agnieszka Wyłomańska, Arun Kumar, Rafał Połoczański

Publication date: 26 April 2019

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-018-9648-x

zbMATH Keywords

simulationsubordinationfractional Brownian motiontempered stable processinverse tempered stable process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Generalized stochastic processes (60G20) Fractional partial differential equations (35R11)

Related Items

Non-Gaussian diffusion of mixed origins ⋮ Time-changed space-time fractional Poisson process ⋮ Mixtures of Tempered Stable Subordinators ⋮ Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics ⋮ Time-changed fractional Ornstein-Uhlenbeck process ⋮ Stable Lévy process delayed by tempered stable subordinator ⋮ Delayed and rushed motions through time change ⋮ Large deviations for a class of tempered subordinators and their inverse processes ⋮ Tempered fractional Poisson processes and fractional equations with Z-transform ⋮ Skellam and time-changed variants of the generalized fractional counting process

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