Inverse tempered stable subordinators
نویسندگان
چکیده
منابع مشابه
Applications of inverse tempered stable subordinators
The inverse tempered stable subordinator is a stochastic process that models power law waiting times between particle movements, with an exponential tempering that allows all moments to exist. This paper shows that the probability density function of an inverse tempered stable subordinator solves a tempered time-fractional diffusion equation, and its ‘‘folded’’ density solves a tempered time-fr...
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The inverse stable subordinator provides a probability model for time-fractional differential equations, and leads to explicit solution formulae. This paper reviews properties of the inverse stable subordinator, and applications to a variety of problems in mathematics and physics. Several different governing equations for the inverse stable subordinator have been proposed in the literature. Thi...
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2015
ISSN: 0167-7152
DOI: 10.1016/j.spl.2015.04.010