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.File | Dimensione | Formato | |
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