On fractional tempered stable processes and their governing differential equations
- 1 July 2015
- journal article
- Published by Elsevier BV in Journal of Computational Physics
- Vol. 293, 29-39
- https://doi.org/10.1016/j.jcp.2014.05.026
Abstract
No abstract availableKeywords
This publication has 23 references indexed in Scilit:
- Fractional Discrete Processes: Compound and Mixed Poisson RepresentationsJournal of Applied Probability, 2014
- Alternative Forms of Compound Fractional Poisson ProcessesAbstract and Applied Analysis, 2012
- Sharp heat kernel estimates for relativistic stable processes in open setsThe Annals of Probability, 2012
- On the fractional counterpart of the higher-order equationsStatistics & Probability Letters, 2011
- Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motionProceedings of the American Mathematical Society, 2011
- Stochastic models for relativistic diffusionPhysical Review E, 2010
- Tempered stable Lévy motion and transient super-diffusionJournal of Computational and Applied Mathematics, 2010
- Bessel potentials, hitting distributions and Green functionsTransactions of the American Mathematical Society, 2009
- Fluid limit of the continuous-time random walk with general Lévy jump distribution functionsPhysical Review E, 2007
- Wave field simulation for heterogeneous transversely isotropic porous media with the JKD dynamic permeabilityComputational Mechanics, 2005