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.
Drifted brownian motions governed by fractional tempered derivatives / D'Ovidio, M.; Iafrate, F.; Orsingher, E.. - In: MODERN STOCHASTICS: THEORY AND APPLICATIONS. - ISSN 2351-6054. - 5:4(2018), pp. 445-456. [10.15559/18-VMSTA114]
Drifted brownian motions governed by fractional tempered derivatives
D'Ovidio M.
;Iafrate F.;Orsingher E.
2018
Abstract
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.File allegati a questo prodotto
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