Fractional immigration-death processes

Ascione, Giacomo, Leonenko, Mykola ORCID: https://orcid.org/0000-0003-1932-4091 and Pirozzi, Enrica 2021. Fractional immigration-death processes. Journal of Mathematical Analysis and Applications 495 (2) , 124768. 10.1016/j.jmaa.2020.124768

Preview

PDF - Accepted Post-Print Version Available under License Creative Commons Attribution Non-commercial No Derivatives. Download (435kB) | Preview

Abstract

In this paper we study explicit strong solutions for two difference-differential fractional equations, defined via the generator of an immigration-death process, by using spectral methods. Moreover, we give a stochastic representation of the solutions of such difference-differential equations by means of a stable time-changed immigration-death process and we use this stochastic representation to show boundedness and then uniqueness of these strong solutions. Finally, we study the limit distribution of the time-changed process.

Item Type:	Article
Date Type:	Publication
Status:	Published
Schools:	Schools > Mathematics
Publisher:	Elsevier
ISSN:	0022-247X
Date of First Compliant Deposit:	10 November 2020
Date of Acceptance:	2 November 2020
Last Modified:	30 Nov 2024 08:30
URI:	https://orca.cardiff.ac.uk/id/eprint/136230

Citation Data

Cited 6 times in Scopus. View in Scopus. Powered By Scopus® Data

Actions (repository staff only)

Edit Item