Related papers: Poisson-type processes governed by fractional and …
Fractional generalizations of the Poisson process and branching Furry process are considered. The link between characteristics of the processes, fractional differential equations and Levy stable densities are discussed and used for…
In this paper we introduce a general stochastic representation for an important class of processes with resetting. It allows to describe any stochastic process intermittently terminated and restarted from a predefined random or non-random…
This paper defines a new class of fractional differential operators alongside a family of random variables whose density functions solve fractional differential equations equipped with these operators. These equations can be further used to…
This paper is devoted to the general theory of systems of time-fractional differential-operator equations. The representation formulas for solutions of systems of ordinary differential equations with single (commensurate) fractional order…
In reaction rate theory, in production-destruction type models and in reaction-diffusion problems when the total derivatives are replaced by fractional derivatives the solutions are obtained in terms of Mittag-Leffler functions and their…
In this paper a differential equation with noninteger order was used to model an anomalous luminescence decay process. Although this process is in principle an exponential decaying process, recent data indicates that is not the case for…
In order to describe more complex problem using the concept of fractional derivatives, we introduce in this paper the concept of fractional derivatives with orders. The new definitions are based upon the concept of power law together with…
A generalization of the Poisson distribution based on the generalized Mittag-Leffler function $E_{\alpha, \beta}(\lambda)$ is proposed and the raw moments are calculated algebraically in terms of Bell polynomials. It is demonstrated, that…
We show how a rescaling of fractional operators with bounded kernels may help circumvent their documented deficiencies, for example, the inconsistency at zero or the lack of inverse integral operator. On the other hand, we build a novel…
We define an analogue of the classical Mittag-Leffler function which is applied to two variables, and establish its basic properties. Using a corresponding single-variable function with fractional powers, we define an associated fractional…
We consider time-changed Poisson processes, and derive the governing difference-differential equations (DDE) these processes. In particular, we consider the time-changed Poisson processes where the the time-change is inverse Gaussian, or…
In this paper, we obtain some additional probabilistic properties of the renewal process $\{\hat{N}_{\alpha}(t)\}_{t\ge0}$, $0<\alpha\le 1$ introduced by Beghin and Orsingher (2010). A time-changed relationship connecting…
Linear differential equations with variable coefficients and Prabhakar-type operators featuring Mittag-Leffler kernels are solved. In each case, the unique solution is constructed explicitly as a convergent infinite series involving…
Some Caputo q-fractional difference equations are solved. The solutions are expressed by means of a new introduced generalized type of q-Mittag-Leffler functions. The method of successive approximation is used to obtain the solutions. The…
Interval approaches for the reachability analysis of initial value problems for sets of classical ordinary differential equations have been investigated and implemented by many researchers during the last decades. However, there exist…
In this paper we investigate the normal and the large fluctuations of additive functionals associated with a stochastic process under a general non-Poissonian resetting mechanism. Cumulative functionals of regenerative processes are very…
This paper combines probability theory and fractional calculus to derive a novel integral representation of the three-parameter Mittag-Leffler function or Prabhakar function, where the three parameters are combinations of four base…
The properties of Mittag-Leffler function is reviewed within the framework of an umbral formalism. We take advantage from the formal equivalence with the exponential function to define the relevant semigroup properties. We analyse the…
In this paper we study finite velocity planar random motions with an infinite number of possible directions, where the number of changes of direction is randomized by means of an inhomogeneous fractional Poisson distribution. We first…
The fractional Poisson process and the Wright process (as discretization of the stable subordinator) along with their diffusion limits play eminent roles in theory and simulation of fractional diffusion processes. Here we have analyzed…