On fractional tempered stable processes and their governing differential equations

DOI10.1016/j.jcp.2014.05.026zbMath1349.60062OpenAlexW2083805273MaRDI QIDQ349903

Luisa Beghin

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2014.05.026

zbMATH Keywords

inverse Gaussian process\(\alpha\)-relativistic processesrelativistic diffusion equationshifted fractional derivativetempered stable subordinator

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Fractional partial differential equations (35R11)

Related Items

Stable Lévy motion with inverse Gaussian subordinator ⋮ Solutions of fractional logistic equations by Euler's numbers ⋮ Time-changed space-time fractional Poisson process ⋮ Linnik Lévy process and some extensions ⋮ Mixtures of Tempered Stable Subordinators ⋮ Tempered relaxation equation and related generalized stable processes ⋮ Elastic drifted Brownian motions and non-local boundary conditions ⋮ Stable Lévy process delayed by tempered stable subordinator ⋮ Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators ⋮ Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates ⋮ Delayed and rushed motions through time change ⋮ Fractional Cauchy problem on random snowflakes ⋮ Large deviations for a class of tempered subordinators and their inverse processes ⋮ Drifted Brownian motions governed by fractional tempered derivatives ⋮ Tempered Mittag-Leffler Lévy processes ⋮ Stochastic solutions for time-fractional heat equations with complex spatial variables ⋮ Skellam and time-changed variants of the generalized fractional counting process

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