Mittag-Leffler's function and stochastic linear Volterra equations of convolution type

被引：19

作者：

Bonaccorsi, S ^{[1
]}

Tubaro, L ^{[1
]}

机构：

[1] Univ Trent, Dept Math, I-38050 Povo, TN, Italy

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 2003年 / 21卷 / 01期

关键词：

D O I：

10.1081/SAP-120017532

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We consider the class of stochastic linear Volterra equations of convolution type defined by fractional integration kernels g(p)(t) = 1 / I'(p) t(p-1), p is an element of (0,2). Using an explicit formula for the scalar resolvent Function, we establish the basic properties of the stochastic convolution process W-S. Our formulas are given in terms of the Mittag-Leffler's function. E-p(z) = Sigma(k=0)(infinity) (-1)(k)z(k) / Gamma (pk + 1).

引用

页码：61 / 78

页数：18

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