Delayed and rushed motions through time change

被引：15

作者：

Capitanelli, Raffaela ^{[1
]}

D'Ovidio, Mirko ^{[1
]}

机构：

[1] Sapienza Univ Rome, Dept Basic & Appl Sci Engn, Via A Scarpa 16, I-00161 Rome, Italy

来源：

ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS | 2020年 / 17卷 / 01期

关键词：

Time changes; non-local operators; time-fractional equations; space-fractional equations; fractional diffusions; anomalous diffusions; FRACTIONAL DIFFUSION-EQUATIONS; BROWNIAN-MOTION; HITTING-TIMES; PROBABILITY; GAMMA; LAW;

D O I：

10.30757/ALEA.v17-08

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We introduce a definition of delayed and rushed processes in terms of lifetimes of base processes and time-changed base processes. Then, we consider time changes given by subordinators and their inverse processes. Our analysis shows that, quite surprisingly, time-changing with inverse subordinators does not necessarily imply delay of the base process. Moreover, time-changing with subordinators does not necessarily imply rushed base process.

引用

页码：183 / 204

页数：22

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