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In this paper, as a main result, we derive a Chung-Fuchs type condition for the recurrence of Feller processes associated with pseudo-differential operators. In the L\'evy process case, this condition reduces to the classical and well-known…

Probability · Mathematics 2014-10-08 Nikola Sandrić

We consider three classes of linear differential equations on distribution functions, with a fractional order $\alpha\in [0,1].$ The integer case $\alpha =1$ corresponds to the three classical extreme families. In general, we show that…

Probability · Mathematics 2019-08-05 Lotfi Boudabsa , Thomas Simon , Pierre Vallois

The space-time fractional Poisson process (STFPP), defined by Orsingher and Poilto in \cite{sfpp}, is a generalization of the time fractional Poisson process (TFPP) and the space fractional Poisson process (SFPP). We study the fractional…

Probability · Mathematics 2017-03-10 A. Maheshwari , P. Vellaisamy

This paper provides a probabilistic approach to solve linear equations involving Caputo and Riemann-Liouville type derivatives. Using the probabilistic interpretation of these operators as the generators of interrupted Feller processes, we…

Probability · Mathematics 2015-12-07 M. E. Hernández-Hernández , V. N. Kolokoltsov

General fractional calculus offers an elegant and self-consistent path toward the generalization of fractional calculus to an enhanced class of kernels. Prabhakar's theory can be thought of, to some extent, as an explicit realization of…

Mathematical Physics · Physics 2019-11-25 Andrea Giusti

We present new properties for the Fractional Poisson process and the Fractional Poisson field on the plane. A martingale characterization for Fractional Poisson processes is given. We extend this result to Fractional Poisson fields,…

Probability · Mathematics 2018-01-30 Giacomo Aletti , Nikolai Leonenko , Ely Merzbach

In a recent paper, Saxena et al. [1] developed the solutions of three generalized fractional kinetic equations in terms of Mittag-Leffler functions. The object of the present paper is to further derive the solution of further generalized…

Mathematical Physics · Physics 2009-11-10 R. K. Saxena , A. M. Mathai , H. J. Haubold

We adopt a procedure of operational-umbral type to solve the $(1+1)$-dimensional fractional Fokker-Planck equation in which time fractional derivative of order $\alpha$ ($0 < \alpha < 1$) is in the Riemann-Liouville sense. The technique we…

Mathematical Physics · Physics 2018-02-27 K. Górska , A. Lattanzi , G. Dattoli

In this paper, we study analogues of the van der Corput lemmas involving Mittag-Leffler functions. The generalisation is that we replace the exponential function with the Mittag-Leffler-type function, to study oscillatory type integrals…

Functional Analysis · Mathematics 2024-08-26 Michael Ruzhansky , Berikbol T. Torebek

Physical and mathematical applications of fractional Poisson probability distribution have been presented. As a physical application, a new family of quantum coherent states has been introduced and studied. As mathematical applications, we…

Mathematical Physics · Physics 2015-05-13 Nick Laskin

We consider the so-called Dickman subordinator, whose Levy measure has density 1/x restricted to the interval (0,1). The marginal density of this process, known as the Dickman function, appears in many areas of mathematics, from number…

Probability · Mathematics 2019-08-27 Francesco Caravenna , Rongfeng Sun , Nikos Zygouras

In this paper we investigate the energy functions for a class of non Gaussian processes. These processes are characterized in terms of the Mittag-Leffler function. We obtain closed analytic form for the energy function, in particular we…

Mathematical Physics · Physics 2018-07-23 Wolfgang Bock , Jose Luis da Silva , Ludwig Streit

We show how H\"older estimates for Feller semigroups can be used to obtain regularity results for solutions to the Poisson equation $Af=g$ associated with the (extended) infinitesimal generator $A$ of a Feller process. The regularity of $f$…

Probability · Mathematics 2021-10-06 Franziska Kühn

We introduce two non-homogeneous processes: a fractional non-homogeneous Poisson process of order $k$ and and a fractional non-homogeneous P\'olya-Aeppli process of order $k$. We characterize these processes by deriving their non-local…

Probability · Mathematics 2021-05-04 Tetyana Kadankova , Nikolai Leonenko , Enrico Scalas

We consider the Poisson equation with homogeneous Dirichlet conditions in a family of domains in $R^{n}$ indexed by a small parameter $\epsilon$. The domains depend on $\epsilon$ only within a ball of radius proportional to $\epsilon$ and,…

Analysis of PDEs · Mathematics 2025-08-01 Martin Costabel , Matteo Dalla Riva , Monique Dauge , Paolo Musolino

In this paper, we introduce and study a convoluted version of the time fractional Poisson process by taking the discrete convolution with respect to space variable in the system of fractional differential equations that governs its state…

Probability · Mathematics 2021-07-20 K. K. Kataria , M. Khandakar

In this paper we show several connections between special functions arising from generalized COM-Poisson-type statistical distributions and integro-differential equations with varying coefficients involving Hadamard-type operators. New…

Probability · Mathematics 2021-01-12 Roberto Garra , Enzo Orsingher , Federico Polito

In the series of models with interacting particles in stochastic geometry, a new contribution presents the facet process which is defined in arbitrary Euclidean dimension. In 2D, 3D specially it is a process of interacting segments, flat…

Probability · Mathematics 2015-04-02 Jakub Vecera , Viktor Benes

Pitman~(1999) describes a duality relationship between fragmentation and coagulation operators. An explicit relationship is described for the two-parameter Poisson-Dirichlet laws, with parameters {\footnotesize $(\alpha,\theta)$} and…

Probability · Mathematics 2007-05-23 Man-Wai Ho , Lancelot F. James , John W. Lau

In this paper, we propose a delayed perturbation of Mittag-Leffler type matrix function, which is an extension of the classical Mittag-Leffler type matrix function and delayed Mittag-Leffler type matrix function. With the help of the…

Dynamical Systems · Mathematics 2020-01-08 N. I. Mahmudov