Fractional immigration-death processes

Ascione, Giacomo, Leonenko, Mykola and Pirozzi, Enrica 2021. Fractional immigration-death processes. Journal of Mathematical Analysis and Applications 495 (2) , 124768. 10.1016/j.jmaa.2020.124768 Item availability restricted.

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Abstract

In this paper we study explicit strong solutions for two difference-differential fractional equations, defined via the generator of an immigration-death process, by using spectral methods. Moreover, we give a stochastic representation of the solutions of such difference-differential equations by means of a stable time-changed immigration-death process and we use this stochastic representation to show boundedness and then uniqueness of these strong solutions. Finally, we study the limit distribution of the time-changed process.

Item Type:	Article
Date Type:	Publication
Status:	Published
Schools:	Mathematics
Publisher:	Elsevier
ISSN:	0022-247X
Date of First Compliant Deposit:	10 November 2020
Date of Acceptance:	2 November 2020
Last Modified:	08 Feb 2021 05:17
URI:	http://orca.cf.ac.uk/id/eprint/136230

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