Investigation of fractional order differential equation for boundary functional of a semi-Markov random walk process with negative drift and positive jumps
DOI10.1016/j.chaos.2021.111394zbMath1498.60352OpenAlexW3201325094WikidataQ114199165 ScholiaQ114199165MaRDI QIDQ2169697
E. A. Ibayev, K. K. Omarova, Rovshan A. Bandaliyev
Publication date: 29 August 2022
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2021.111394
Laplace transformintegral equationrandom variablefractional order differential equationWeyl fractional derivativeexpectation and variancesemi-Markov random walk process
Sums of independent random variables; random walks (60G50) Markov renewal processes, semi-Markov processes (60K15) Fractional ordinary differential equations (34A08)
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