On self-similar Bernstein functions and corresponding generalized fractional derivatives

DOI10.1007/s10959-022-01166-0zbMath1525.60055arXiv2106.07265OpenAlexW3168276128MaRDI QIDQ6046193

Peter Becker-Kern, Svenja Lage

Publication date: 16 May 2023

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.07265

zbMATH Keywords

self-similarityBernstein functionspower law tailsLaplace exponentSibuya distributionspace-time dualitySonine kerneldiscrete scale invariancesemi-fractional derivativesemistable Lévy processlog-periodic behaviorsemi-fractional diffusion

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Characteristic functions; other transforms (60E10) Fractional derivatives and integrals (26A33) Stable stochastic processes (60G52) Fractional partial differential equations (35R11)

Cites Work

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