دورية أكاديمية
Stochastic Models With Mixtures of Tempered Stable Subordinators
| العنوان: | Stochastic Models With Mixtures of Tempered Stable Subordinators |
|---|---|
| المصدر: | Mathematical Communications ; ISSN 1331-0623 (Print) ; ISSN 1848-8013 (Online) ; Volume 26 ; Issue 1 |
| سنة النشر: | 2021 |
| المجموعة: | Hrčak - Portal of scientific journals of Croatia / Portal znanstvenih časopisa Republike Hrvatske |
| مصطلحات موضوعية: | Tempered stable subordinator, mixtures, Levy density, Fokker-Planck-Kolmogorov equations |
| الوصف: | In this article, we introduce mixtures of tempered stable subordinators (TSS). These mixtures define a class of subordinators which generalize tempered stable subordinators. The main properties like probability density function (pdf), L´evy density, moments, governing Fokker-Planck-Kolmogorov (FPK) type equations, asymptotic form of potential density and asymptotic form of the renewal function for the corresponding inverse subordinator are discussed. We generalize these results to n-th order mixtures of TSS. The governing fractional difference and differential equations of time-changed Poisson process and Brownian motion are also discussed. |
| نوع الوثيقة: | article in journal/newspaper |
| وصف الملف: | application/pdf |
| اللغة: | English |
| العلاقة: | https://hrcak.srce.hr/252602Test |
| الإتاحة: | https://hrcak.srce.hr/252602Test https://hrcak.srce.hr/file/367114Test |
| حقوق: | info:eu-repo/semantics/openAccess ; The full text of articles published in this journal can be used free of charge for personal and educational purposes while respecting authors' and publisher's copyrights. Annual subscription to printed copies is USD 50.00. Members of the Osijek Mathematical Society and the Mathematical Club of the Department of Mathematics receive this journal free of charge. |
| رقم الانضمام: | edsbas.4E0121A8 |
| قاعدة البيانات: | BASE |
| الوصف غير متاح. |