We consider here generalized fractional versions of the difference-differential equation governing the classical nonlinear birth process. Orsingher and Polito (Bernoulli 16(3):858-881, 2010) defined a fractional birth process by replacing, in its governing equation, the first order time derivative with the Caputo fractional derivative of order υ ∈ (0, 1]. We study here a further generalization, obtained by adding in the equation some extra terms; as we shall see, this makes the expression of its solution much more complicated. Moreover we consider also the case υ ∈ (1, +∞ ), as well as υ ∈ (0, 1], using correspondingly two different definitions of fractional derivative: we apply the fractional Caputo derivative and the right-sided fractional Riemann-Liouville derivative on ℝ+, for υ ∈ (0, 1] and υ ∈ (1, +∞ ), respectively. For the two cases, we obtain the exact solutions and prove that they coincide with the distribution of some subordinated stochastic processes, whose random time argument is represented by a stable subordinator (for υ ∈ (1, +∞ )) or its inverse (for υ ∈ (0, 1]). © 2013 Springer Science+Business Media New York.

Generalized Fractional Nonlinear Birth Processes / Mohsen, Alipour; Beghin, Luisa; Davood, Rostamy. - In: METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY. - ISSN 1387-5841. - STAMPA. - 17:(2015), pp. 525-540. [10.1007/s11009-013-9369-0]

Generalized Fractional Nonlinear Birth Processes

BEGHIN, Luisa;
2015

Abstract

We consider here generalized fractional versions of the difference-differential equation governing the classical nonlinear birth process. Orsingher and Polito (Bernoulli 16(3):858-881, 2010) defined a fractional birth process by replacing, in its governing equation, the first order time derivative with the Caputo fractional derivative of order υ ∈ (0, 1]. We study here a further generalization, obtained by adding in the equation some extra terms; as we shall see, this makes the expression of its solution much more complicated. Moreover we consider also the case υ ∈ (1, +∞ ), as well as υ ∈ (0, 1], using correspondingly two different definitions of fractional derivative: we apply the fractional Caputo derivative and the right-sided fractional Riemann-Liouville derivative on ℝ+, for υ ∈ (0, 1] and υ ∈ (1, +∞ ), respectively. For the two cases, we obtain the exact solutions and prove that they coincide with the distribution of some subordinated stochastic processes, whose random time argument is represented by a stable subordinator (for υ ∈ (1, +∞ )) or its inverse (for υ ∈ (0, 1]). © 2013 Springer Science+Business Media New York.
2015
mittag–leffler functions; fractional riemann–liouville derivative; fractional riemann-liouville derivative; stable subordinator; generalized fractional birth process; mittag-leffler functions; fractional caputo derivative
01 Pubblicazione su rivista::01a Articolo in rivista
Generalized Fractional Nonlinear Birth Processes / Mohsen, Alipour; Beghin, Luisa; Davood, Rostamy. - In: METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY. - ISSN 1387-5841. - STAMPA. - 17:(2015), pp. 525-540. [10.1007/s11009-013-9369-0]
File allegati a questo prodotto
File Dimensione Formato  
Alipour_Generalized-fractional-nonlinear_2015.pdf

accesso aperto

Note: articolo
Tipologia: Documento in Post-print (versione successiva alla peer review e accettata per la pubblicazione)
Licenza: Tutti i diritti riservati (All rights reserved)
Dimensione 383.88 kB
Formato Adobe PDF
383.88 kB Adobe PDF

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/543734
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 11
  • ???jsp.display-item.citation.isi??? 8
social impact