Fractional Immigration-Death Processes
| Autor: | Ascione, Giacomo, Leonenko, Nikolai, Pirozzi, Enrica |
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| Rok vydání: | 2019 |
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| Druh dokumentu: | Working Paper |
| Popis: | In this paper we study explicit strong solutions for two difference-differential fractional equations, defined via the generator of an immigration-death process, by using spectral methods. Moreover, we give a stochastic representation of the solutions of such difference-differential equations by means of a stable time-changed immigration-death process and we use this stochastic representation to show boundedness and then uniqueness of these strong solutions. Finally, we study the limit distribution of the time-changed process. Comment: 25 pages |
| Databáze: | arXiv |
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