A strong Markov process time-changed by an inverse killed subordinator
Probability
2019-12-09 v1
Abstract
In this paper, we consider a type of time-changed Markov process, where the time-change is an inverse killed subordinator. This can be seen as an extension of Chen (Chen, Z., Time fractional equations and probabilistic representation, Chaos Solitons and Fractals, 168-174, 2017). As a result, it constructs a one-to-one correspondence between general Bernstein functions (with infinite L\'{e}vy measure) and a class of generalized time-fractional partial differential equations.
Keywords
Cite
@article{arxiv.1912.02948,
title = {A strong Markov process time-changed by an inverse killed subordinator},
author = {Huiyan Zhao and Siyan xu},
journal= {arXiv preprint arXiv:1912.02948},
year = {2019}
}