Drifted Brownian motions governed by fractional tempered derivatives

DOI10.15559/18-VMSTA114zbMath1423.60124arXiv1805.02511OpenAlexW2799641822WikidataQ129218853 ScholiaQ129218853MaRDI QIDQ2326517

F. Iafrate, Mirko D'Ovidio, Enzo Orsingher

Publication date: 8 October 2019

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.02511

zbMATH Keywords

drifted Brownian motiontempered fractional derivatives

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Fractional partial differential equations (35R11)

Related Items (2)

Elastic drifted Brownian motions and non-local boundary conditions ⋮ On tempered fractional calculus with respect to functions and the associated fractional differential equations

Cites Work

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• Tempered fractional calculus
• On fractional tempered stable processes and their governing differential equations
• Bessel processes and hyperbolic Brownian motions stopped at different random times
• On the fractional counterpart of the higher-order equations
• Time-Changed Processes Governed by Space-Time Fractional Telegraph Equations
• The last zero-crossing of an iterated brownian motion with drift

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