Fractional Relaxation Equations and Brownian Crossing Probabilities of a Random Boundary

DOI10.1239/aap/1339878721zbMath1251.60032arXiv1107.2515OpenAlexW1977891781MaRDI QIDQ2898916

Luisa Beghin

Publication date: 12 July 2012

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.2515

zbMATH Keywords

generalized Mittag-Leffler functionboundary crossing probabilityiterated Brownian motionprocesses with random timefractional relaxation equationreflecting and elastic Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Mittag-Leffler functions and generalizations (33E12) Fractional ordinary differential equations (34A08)

Related Items (7)

A class of abstract fractional relaxation equations ⋮ Fractional relaxation with time-varying coefficient ⋮ Alternative forms of compound fractional Poisson processes ⋮ Fractional relaxation and fractional oscillation models involving Erdélyi-Kober integrals ⋮ Generalized fractional nonlinear birth processes ⋮ Fractional Discrete Processes: Compound and Mixed Poisson Representations ⋮ On discrete-time semi-Markov processes

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