Related papers: On the Levy density function
The goal of this paper is to extend the classical and multiplicative fractional derivatives. For this purpose, it is introduced the new extended modified Bessel function and also given an important relation between this new function…
In view of the role of reaction equations in physical problems, the authors derive the explicit solution of a fractional reaction equation of general character, that unifies and extends earlier results. Further, an alternative shorter…
We provide explicit formulas for asymptotic densities of the 2- and 3-dimensional ballistic L\'evy walks. It turns out that in the 3D case the densities are given by elementary functions. The densities of the 2D L\'evy walks are expressed…
This paper is devoted to the study of generalised time-fractional evolution equations involving Caputo type derivatives. Using analytical methods and probabilistic arguments we obtain well-posedness results and stochastic representations…
The purpose of this paper is to complement the results in [LS-1] by showing the dense definability of the Cauchy-Leray transform for the domains that give the counterexamples of [LS-1], where $L^p$-boundedness is shown to fail when either…
The authors investigate the solution of a nonlinear reaction-diffusion equation connected with nonlinear waves. The equation discussed is more general than the one discussed recently by Manne, Hurd, and Kenkre (2000). The results are…
We review the function theoretical properties of the Mittag-Leffler function $E_{a,b}\left( z\right) $ in a self-contained manner, but also add new results; more than half is new!
Functional data that are nonnegative and have a constrained integral can be considered as samples of one-dimensional density functions. Such data are ubiquitous. Due to the inherent constraints, densities do not live in a vector space and,…
In this paper our aim is to find the radii of starlikeness and convexity of the generalized Mittag-Leffler function for three different kinds of normalization by using their Hadamard factorization in such a way that the resulting functions…
In this tutorial survey we recall the basic properties of the special function of the Mittag-Leffler and Wright type that are known to be relevant in processes dealt with the fractional calculus. We outline the major applications of these…
Generalization of the Kac integral and Kac method for paths measure based on the Levy distribution has been used to derive fractional diffusion equation. Application to nonlinear fractional Ginzburg-Landau equation is discussed.
We study a general limiting framework for the convergence of sequences of additive functionals of diffusions to L\'evy subordinators, and provide explicit sufficient conditions that both ensure convergence and characterize the law of the…
In this paper we present stochastic foundations of fractional dynamics driven by fractional material derivative of distributed order-type. Before stating our main result we present the stochastic scenario which underlies the dynamics given…
In this paper we deal with Mellin convolution of generalized Gamma densities which leads to integrals of modified Bessel functions of the second kind. Such convolutions allow us to explicitly write the solutions of the time-fractional…
Motivated essentially by the success of the applications of the Mittag-Leffler functions in many areas of science and engineering, the authors present in a unified manner, a detailed account or rather a brief survey of the Mittag- Leffler…
The importance of the Lieb-Simon proof of the relative exactness of Thomas-Fermi theory in the large-Z limit to modern density functional theory (DFT) is explored. The principle, that there is a specific semiclassical limit in which…
This paper is devoted to a fractional generalization of the Dirichlet distribution. The form of the multivariate distribution is derived assuming that the $n$ partitions of the interval $[0,W_n]$ are independent and identically distributed…
The Laplace transform method for solving of a wide class of initial value problems for fractional differential equations is introduced. The method is based on the Laplace transform of the Mittag-Leffler function in two parameters. To extend…
In this article we consider the Levy processes and the corresponding semigroup. We represent the generator of this semigroup in a convolution form. Using the obtained convolution form and the theory of integral equations we investigate the…
We give upper and lower estimates of densities of convolution semigroups of probability measures under explicit assumptions on the corresponding Levy measure and the Levy--Khinchin exponent. We obtain also estimates of derivatives of…