Gupta, Neha, Kumar, Arun and Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 2021. Stochastic models with mixtures of tempered stable subordinators. Mathematical Communications 26 (1) , pp. 77-99. |
Preview |
PDF
- Published Version
Available under License Creative Commons Attribution Non-commercial No Derivatives. Download (543kB) | Preview |
Abstract
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.
Item Type: | Article |
---|---|
Date Type: | Publication |
Status: | Published |
Schools: | Mathematics |
Publisher: | University of Osijek |
ISSN: | 1331-0623 |
Date of First Compliant Deposit: | 14 January 2021 |
Date of Acceptance: | 28 December 2020 |
Last Modified: | 05 May 2023 10:05 |
URI: | https://orca.cardiff.ac.uk/id/eprint/137669 |
Citation Data
Cited 5 times in Scopus. View in Scopus. Powered By Scopus® Data
Actions (repository staff only)
Edit Item |