Izvorni znanstveni članak
Stochastic Models With Mixtures of Tempered Stable Subordinators
Neha Gupta
; Department of Mathematics, Indian Institute of Technology Ropar, Rupnagar, Punjab - 140 001, India
Arun Kumar
; Department of Mathematics, Indian Institute of Technology Ropar, Rupnagar, Punjab - 140 001, India
Nikolai Leonenko
; Cardiff School of Mathematics, Cardiff University, Senghennydd Road, Cardiff, CF24 4AG, UK
Sažetak
In this article, we introduce mixtures of tempered stable subordinators (TSS). These mixtures define
a class of subordinators which generalize tempered stable subordinators. The main properties like probability
density function (pdf), L´evy density, moments, governing Fokker-Planck-Kolmogorov (FPK) type equations,
asymptotic form of potential density and asymptotic form of the renewal function for the corresponding inverse
subordinator are discussed. We generalize these results to n-th order mixtures of TSS. The governing fractional
difference and differential equations of time-changed Poisson process and Brownian motion are also discussed.
Ključne riječi
Tempered stable subordinator; mixtures; Levy density; Fokker-Planck-Kolmogorov equations
Hrčak ID:
252602
URI
Datum izdavanja:
10.3.2021.
Posjeta: 1.045 *