RIEMANN–LIOUVILLE PROCESSES ARISING FROM BRANCHING PARTICLE SYSTEMS

Author:

LI YUQIANG1

Affiliation:

1. School of Finance and Statistics, East China Normal University, Shanghai 200241, P. R. China

Abstract

It is proved in this paper that Riemann–Liouville processes can arise from the temporal structures of the scaled occupation time fluctuation limits of the site-dependent (d, α, σ(x)) branching particle systems in the case of 1 = d < α < 2 and ∫ σ(x) d x < ∞.

Publisher

World Scientific Pub Co Pte Lt

Subject

Modeling and Simulation

Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. A note on Riemann–Liouville processes;Journal of Mathematical Analysis and Applications;2018-07

2. Statistical correlation of fractional oscillator response by complex spectral moments and state variable expansion;Communications in Nonlinear Science and Numerical Simulation;2016-10

3. Notes on occupation time fluctuations of binary branching particle systems;Forum Mathematicum;2015-01-01

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