Random time change and related evolution equations. Time asymptotic behavior

被引：8

作者：

Kochubei, Anatoly N. ^{[1
]}

Kondratiev, Yuri G. ^{[2
]}

da Silva, Jose L. ^{[3
]}

机构：

[1] Natl Acad Sci Ukraine, Inst Math, Tereshchenkivska 3, UA-01004 Kiev, Ukraine

[2] Univ Bielefeld, Dept Math, D-33615 Bielefeld, Germany

[3] Univ Madeira, CIMA, Campus Penteada, P-9020105 Funchal, Portugal

来源：

STOCHASTICS AND DYNAMICS | 2020年 / 20卷 / 05期

关键词：

Random time change; general fractional calculus; time asymptotic behavior; DISTRIBUTED-ORDER CALCULUS; DIFFUSION; THEOREMS;

D O I：

10.1142/S0219493720500343

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：

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.

引用

页数：24