Drifted Brownian motions governed by fractional tempered derivatives
Fractional equations governing the distribution of reflecting drifted Brownian motions are presented. The equations are expressed in terms of tempered Riemann–Liouville type derivatives. For these operators a Marchaud-type form is obtained and a Riesz tempered fractional derivative is examined, toge...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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VTeX
2018-09-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://www.vmsta.org/doi/10.15559/18-VMSTA114 |
| _version_ | 1818972194068234240 |
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| author | Mirko D’Ovidio Francesco Iafrate Enzo Orsingher |
| author_facet | Mirko D’Ovidio Francesco Iafrate Enzo Orsingher |
| author_sort | Mirko D’Ovidio |
| collection | DOAJ |
| description | Fractional equations governing the distribution of reflecting drifted Brownian motions are presented. The equations are expressed in terms of tempered Riemann–Liouville type derivatives. For these operators a Marchaud-type form is obtained and a Riesz tempered fractional derivative is examined, together with its Fourier transform. |
| first_indexed | 2024-12-20T15:04:23Z |
| format | Article |
| id | doaj.art-47ae17b38f494de4b273cbb0a3800267 |
| institution | Directory Open Access Journal |
| issn | 2351-6046 2351-6054 |
| language | English |
| last_indexed | 2024-12-20T15:04:23Z |
| publishDate | 2018-09-01 |
| publisher | VTeX |
| record_format | Article |
| series | Modern Stochastics: Theory and Applications |
| spelling | doaj.art-47ae17b38f494de4b273cbb0a38002672022-12-21T19:36:33ZengVTeXModern Stochastics: Theory and Applications2351-60462351-60542018-09-015444545610.15559/18-VMSTA114Drifted Brownian motions governed by fractional tempered derivativesMirko D’Ovidio0Francesco Iafrate1Enzo Orsingher2SBAI, Sapienza University of Rome, ItalyDSS, Sapienza University of Rome, ItalyDSS, Sapienza University of Rome, ItalyFractional equations governing the distribution of reflecting drifted Brownian motions are presented. The equations are expressed in terms of tempered Riemann–Liouville type derivatives. For these operators a Marchaud-type form is obtained and a Riesz tempered fractional derivative is examined, together with its Fourier transform.https://www.vmsta.org/doi/10.15559/18-VMSTA114Tempered fractional derivativesdrifted Brownian motion |
| spellingShingle | Mirko D’Ovidio Francesco Iafrate Enzo Orsingher Drifted Brownian motions governed by fractional tempered derivatives Modern Stochastics: Theory and Applications Tempered fractional derivatives drifted Brownian motion |
| title | Drifted Brownian motions governed by fractional tempered derivatives |
| title_full | Drifted Brownian motions governed by fractional tempered derivatives |
| title_fullStr | Drifted Brownian motions governed by fractional tempered derivatives |
| title_full_unstemmed | Drifted Brownian motions governed by fractional tempered derivatives |
| title_short | Drifted Brownian motions governed by fractional tempered derivatives |
| title_sort | drifted brownian motions governed by fractional tempered derivatives |
| topic | Tempered fractional derivatives drifted Brownian motion |
| url | https://www.vmsta.org/doi/10.15559/18-VMSTA114 |
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