Random time change and related evolution equations. Time asymptotic behavior
Kochubei AN, Kondratiev Y, da Silva JL (2020)
Stochastics and Dynamics 20(5): 2050034.
Zeitschriftenaufsatz
| Veröffentlicht | Englisch
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Autor*in
Kochubei, Anatoly N.;
Kondratiev, YuriUniBi;
da Silva, Jose L.
Einrichtung
Abstract / Bemerkung
In this paper, we investigate the time asymptotic behavior of solutions to fractional in time evolution equations which appear as results of random time changes in Markov processes. We consider inverse subordinators as random times and use the subordination principle for the solutions to forward Kolmogorov equations. The classes of subordinators for which asymptotic analysis may be realized are described.
Stichworte
Random time change;
general fractional calculus;
time asymptotic;
behavior
Erscheinungsjahr
2020
Zeitschriftentitel
Stochastics and Dynamics
Band
20
Ausgabe
5
Art.-Nr.
2050034
ISSN
0219-4937
eISSN
1793-6799
Page URI
https://pub.uni-bielefeld.de/record/2945830
Zitieren
Kochubei AN, Kondratiev Y, da Silva JL. Random time change and related evolution equations. Time asymptotic behavior. Stochastics and Dynamics. 2020;20(5): 2050034.
Kochubei, A. N., Kondratiev, Y., & da Silva, J. L. (2020). Random time change and related evolution equations. Time asymptotic behavior. Stochastics and Dynamics, 20(5), 2050034. doi:10.1142/S0219493720500343
Kochubei, Anatoly N., Kondratiev, Yuri, and da Silva, Jose L. 2020. “Random time change and related evolution equations. Time asymptotic behavior”. Stochastics and Dynamics 20 (5): 2050034.
Kochubei, A. N., Kondratiev, Y., and da Silva, J. L. (2020). Random time change and related evolution equations. Time asymptotic behavior. Stochastics and Dynamics 20:2050034.
Kochubei, A.N., Kondratiev, Y., & da Silva, J.L., 2020. Random time change and related evolution equations. Time asymptotic behavior. Stochastics and Dynamics, 20(5): 2050034.
A.N. Kochubei, Y. Kondratiev, and J.L. da Silva, “Random time change and related evolution equations. Time asymptotic behavior”, Stochastics and Dynamics, vol. 20, 2020, : 2050034.
Kochubei, A.N., Kondratiev, Y., da Silva, J.L.: Random time change and related evolution equations. Time asymptotic behavior. Stochastics and Dynamics. 20, : 2050034 (2020).
Kochubei, Anatoly N., Kondratiev, Yuri, and da Silva, Jose L. “Random time change and related evolution equations. Time asymptotic behavior”. Stochastics and Dynamics 20.5 (2020): 2050034.
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