Estimates on the tail probabilities of subordinators and applications to general time fractional equations

DOI10.1016/j.spa.2020.01.002zbMath1456.60118arXiv1905.00341OpenAlexW2999717219WikidataQ126381434 ScholiaQ126381434MaRDI QIDQ2182638

Soobin Cho, Panki Kim

Publication date: 26 May 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.00341

zbMATH Keywords

subordinatorDirichlet boundary problemtime fractional equationtail probability estimates

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stable stochastic processes (60G52) Local time and additive functionals (60J55) Transition functions, generators and resolvents (60J35) Jump processes on general state spaces (60J76)

Related Items (3)

Heat kernel estimates for subordinate Markov processes and their applications ⋮ Space-time boundedness and asymptotic behaviors of the densities of \textit{CME}-subordinators ⋮ Estimates on transition densities of subordinators with jumping density decaying in mixed polynomial orders

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