Stochastic applications of Caputo-type convolution operators with nonsingular kernels

DOI10.1080/07362994.2021.2021091OpenAlexW4220876779MaRDI QIDQ5880402

Michele Caputo, Luisa Beghin

Publication date: 9 March 2023

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

Full work available at URL: https://arxiv.org/abs/2106.15972

zbMATH Keywords

compound Poisson processBernstein functionsPrabhakar functionrisk reserve processCaputo-like convolution operators

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional derivatives and integrals (26A33) Integro-differential operators (47G20) Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20)

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