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
收藏
页码：183 / 204
页数：22
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