On the Non-Local Boundary Value Problem from the Probabilistic Viewpoint
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Meerschaert, Mark M. & Scheffler, Hans-Peter, 2008. "Triangular array limits for continuous time random walks," Stochastic Processes and their Applications, Elsevier, vol. 118(9), pages 1606-1633, September.
- Chen, Zhen-Qing, 2017. "Time fractional equations and probabilistic representation," Chaos, Solitons & Fractals, Elsevier, vol. 102(C), pages 168-174.
- S. K. Ntouyas & P. Ch. Tsamatos, 1997. "Initial and boundary value problems for partial functional differential equations," International Journal of Stochastic Analysis, Hindawi, vol. 10, pages 1-12, January.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Fernandez-Anaya, G. & Valdes-Parada, F.J. & Alvarez-Ramirez, J., 2011. "On generalized fractional Cattaneo’s equations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(23), pages 4198-4202.
- P. Escalona & F. Ordóñez & I. Kauak, 2017. "Critical level rationing in inventory systems with continuously distributed demand," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 39(1), pages 273-301, January.
- Magdziarz, M. & Scheffler, H.P. & Straka, P. & Zebrowski, P., 2015. "Limit theorems and governing equations for Lévy walks," Stochastic Processes and their Applications, Elsevier, vol. 125(11), pages 4021-4038.
- Kumar, A. & Vellaisamy, P., 2015. "Inverse tempered stable subordinators," Statistics & Probability Letters, Elsevier, vol. 103(C), pages 134-141.
- D’Ovidio, Mirko, 2012. "From Sturm–Liouville problems to fractional and anomalous diffusions," Stochastic Processes and their Applications, Elsevier, vol. 122(10), pages 3513-3544.
- Cho, Soobin & Kim, Panki, 2020. "Estimates on the tail probabilities of subordinators and applications to general time fractional equations," Stochastic Processes and their Applications, Elsevier, vol. 130(7), pages 4392-4443.
- D’Ovidio, Mirko & Loreti, Paola, 2018. "Solutions of fractional logistic equations by Euler’s numbers," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 506(C), pages 1081-1092.
- Giacomo Ascione & Nikolai Leonenko & Enrica Pirozzi, 2022. "Non-local Solvable Birth–Death Processes," Journal of Theoretical Probability, Springer, vol. 35(2), pages 1284-1323, June.
- Kerger, Phillip & Kobayashi, Kei, 2020. "Parameter estimation for one-sided heavy-tailed distributions," Statistics & Probability Letters, Elsevier, vol. 164(C).
- Kondratiev, Yuri & da Silva, José L., 2023. "Compound Poisson processes: Potentials, Green measures and random times," Statistics & Probability Letters, Elsevier, vol. 197(C).
- Meerschaert, Mark M. & Nane, Erkan & Xiao, Yimin, 2013. "Fractal dimension results for continuous time random walks," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1083-1093.
- Gupta, Neha & Kumar, Arun, 2022. "Inverse tempered stable subordinators and related processes with Mellin transform," Statistics & Probability Letters, Elsevier, vol. 186(C).
- Beghin, Luisa & Macci, Claudio & Ricciuti, Costantino, 2020. "Random time-change with inverses of multivariate subordinators: Governing equations and fractional dynamics," Stochastic Processes and their Applications, Elsevier, vol. 130(10), pages 6364-6387.
- Meerschaert, Mark M. & Toaldo, Bruno, 2019. "Relaxation patterns and semi-Markov dynamics," Stochastic Processes and their Applications, Elsevier, vol. 129(8), pages 2850-2879.
- Torricelli, Lorenzo, 2020. "Trade duration risk in subdiffusive financial models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 541(C).
- Kumar, A. & Wyłomańska, A. & Połoczański, R. & Sundar, S., 2017. "Fractional Brownian motion time-changed by gamma and inverse gamma process," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 648-667.
- Choe, Geon Ho & Lee, Dong Min, 2016. "Numerical computation of hitting time distributions of increasing Lévy processes," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 289-294.
- A. Kumar & J. Gajda & A. Wyłomańska & R. Połoczański, 2019. "Fractional Brownian Motion Delayed by Tempered and Inverse Tempered Stable Subordinators," Methodology and Computing in Applied Probability, Springer, vol. 21(1), pages 185-202, March.
- Cohen, Serge & Meerschaert, Mark M. & Rosinski, Jan, 2010. "Modeling and simulation with operator scaling," Stochastic Processes and their Applications, Elsevier, vol. 120(12), pages 2390-2411, December.
- Giacomo Ascione & Enrica Pirozzi, 2021. "Generalized Fractional Calculus for Gompertz-Type Models," Mathematics, MDPI, vol. 9(17), pages 1-32, September.
More about this item
Keywords
non-local operators; boundary value problems; initial value problems; irregular domains; time changes;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:10:y:2022:i:21:p:4122-:d:963742. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.