Related papers: On the Levy density function

In this article, we introduce Mittag-Leffler L\'evy process and provide two alternative representations of this process. First, in terms of Laplace transform of the marginal densities and next as a subordinated stochastic process. Both…

It is shown that a Mittag-Leffler density has interesting properties. The Mittag-Leffler random variable has a structural representation in terms of a positive Levy variable and the power of a gamma variable where these two variables are…

In this paper, certain generalized fractional derivative formulae are introduced involving the k-Mittag-Leffler function. Then their image formulae (using Beta transform, Laplace transform and Whittaker transform) are also established. The…

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…

This paper deals with the solution of unified fractional reaction-diffusion systems. The results are obtained in compact and elegant forms in terms of Mittag-Leffler functions and generalized Mittag-Leffler functions, which are suitable for…

Generalization of the integral representation of the gamma function has been obtained, which shows that the Hankel contour assumes rotation in the complex plane. The range of admissible values for the contour rotation angle is set. Using…

In this work at first the relation the Mittag-Lefler function to the exponential is given. The results are applied to the construction of the solution of Cauchy problem for ordinary linear operator differential equations with constant…

In this survey we stress the importance of the higher transcendental Mittag-Leffler function in the framework of the Fractional Calculus. We first start with the analytical properties of the classical Mittag-Leffler function as derived from…

We consider here the recently proposed closed form formula in terms of the Meijer G-functions for the probability density functions $g_\alpha(x)$ of one-sided L\'evy stable distributions with rational index $\alpha=l/k$, with $0<\alpha<1$.…

A connection between fractional calculus and statistical distribution theory has been established by the authors recently. Some extensions of the results to matrix-variate functions were also considered. In the present article, more results…

In this paper we derive explicit formulas for the densities of Levy walks. Our results cover both jump-first and wait-first scenarios. The obtained densities solve certain fractional differential equations involving fractional material…

The Mittag-Leffler function plays a role of central importance in the theory of fractional derivatives. In this brief note we discuss the properties of this function and its connection with the Wright-Bessel functions and with a new family…

With the increasing importance of the Mittag-Leffler function in the physical applications, these days many researchers are studying various generalizations and extensions of the Mittag-Leffler function. In this paper efforts are made to…

In this paper we introduce a new fractional derivative with respect to another function the so-called $\psi$-Hilfer fractional derivative. We discuss some properties and important results of the fractional calculus. In this sense, we…

The subject of this paper is to derive the solution of generalized fractional kinetic equations. The results are obtained in a compact form containing the Mittag-Leffler function, which naturally occurs whenever one is dealing with…

In this paper, the generalized fractional integral operators of two generalized Mittag-Leffler type functions are investigated. The special cases of interest involve the generalized Fox--Wright function and the generalized M-series and…

In this paper, we present an extension of Mittag-Leffler function by using the extension of beta functions (\"{O}zergin et al. in J. Comput. Appl. Math. 235 (2011), 4601-4610) and obtain some integral representation of this newly defined…

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…

The Mittag-Leffler type functions arise naturally in the solution of fractional order integral and differential equations, especially in the investigations of the fractional generalization of the kinetic equation. This article introduces a…

In many articles on the integral expressions of Mittag-Leffler functions, we have found that whether the integral expression can be used at the origin is still unresolved. In this article we give the applicable conditions and proof. And we…