Random time change and related evolution equations. Time asymptotic behavior-Reference-Cited by-同舟云学术

Random time change and related evolution equations. Time asymptotic behavior

Published:2019-12-30 Issue:05 Volume:20 Page:2050034
ISSN:0219-4937
Container-title:Stochastics and Dynamics
language:en
Short-container-title:Stoch. Dyn.

Author:

Kochubei Anatoly N.¹,Kondratiev Yuri G.²,da Silva José L.³

Affiliation:

1. Institute of Mathematics, National Academy of Sciences of Ukraine, Tereshchenkivska 3, Kyiv 01004, Ukraine

2. Department of Mathematics, University of Bielefeld, D-33615 Bielefeld, Germany

3. CIMA, University of Madeira, Campus da Penteada, 9020-105 Funchal, Portugal

Abstract

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.

Publisher

World Scientific Pub Co Pte Lt

Subject

Modelling and Simulation

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0219493720500343

Reference31 articles.

1. Nonlocal Diffusion Problems

2. On the theorem of Frullani

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