The distribution of the local time for "pseudoprocesses" and its connection with fractional diffusion equations

Stochastic Processes and their Applications

Volumn 115, Issue 6, 2005, Pages 1017-1040

  Beghin, L ^a   Orsingher, Enzo ^a  

^a SAPIENZA UNIVERSITY OF ROME   (Italy)

Author keywords

Feynman Kac functional; Fractional diffusion equations; Heat type equation; Local time; Mittag Leffler functions; Stable laws; Vandermonde determinant; Wright functions

Indexed keywords

BROWNIAN MOVEMENT; FOURIER TRANSFORMS; FUNCTIONS; INITIAL VALUE PROBLEMS; INTEGRAL EQUATIONS; LAPLACE TRANSFORMS; MATRIX ALGEBRA; POLES AND ZEROS; THEOREM PROVING; WAVE EQUATIONS;

FEYNMAN-KAC FUNCTIONAL; FRACTIONAL DIFFUSION EQUATIONS; HEAT TYPE EQUATION; MITTAG-LEFFLER FUNCTIONS; STABLE LAWS; VANDERMONDE DETERMINANT; WRIGHT FUNCTIONS;

RANDOM PROCESSES;

EID: 17944373997     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2005.02.001     Document Type: Article

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