Related papers: Fractional Gamma process and fractional Gamma-subo…
In this paper we consider a generalized classical mechanics with fractional derivatives. The generalization is based on the time-clock randomization of momenta and coordinates taken from the conventional phase space. The fractional…
We describe a general operational method that can be used in the analysis of fractional initial and boundary value problems with additional analytic conditions. As an example, we derive analytic solutions of some fractional generalisation…
Fractional supersymmetric quantum mechanics of order $\lambda$ is realized in terms of the generators of a generalized deformed oscillator algebra and a Z$_{\lambda}$-grading structure is imposed on the Fock space of the latter. This…
In this note we study the application of generalized fractional operators to a particular class of nonstandard Lagrangians. These are typical of dissipative systems and the corresponding Euler-Lagrange and Hamilton equations are analyzed.…
We consider a time fractional differential equation of order $\alpha$, $0<\alpha<1$, $$ \frac{\partial c(x,t)}{\partial t}={}^C_0\mathcal{D}_t^{\alpha}[(Ac)(x,t)]+q(x,t) ,\quad x > 0, t > 0, \quad c(x,0)=f(x). $$ where…
The fractional Poisson process is a renewal process with Mittag-Leffler waiting times. Its distributions solve a time-fractional analogue of the Kolmogorov forward equation for a Poisson process. This paper shows that a traditional Poisson…
We introduce a multistable subordinator, which generalizes the stable subordinator to the case of time-varying stability index. This enables us to define a multifractional Poisson process. We study properties of these processes and…
We introduce two kinds of fractional integral operators; the one is defined via the exponential-integral function $$ E_1(x)=\int_x^\infty \frac{e^{-t}}{t}\,dt,\quad x>0, $$ and the other is defined via the special function $$…
Additive processes are obtained from L\'{e}vy ones by relaxing the condition of stationary increments, hence they are spatially (but not temporally) homogeneous. By analogy with the case of time-homogeneous Markov processes, one can define…
We investigate evolution equations for anomalous diffusion employing fractional derivatives in space and time. Linkage between the space-time variables leads to a new type of fractional derivative operator. Fractional diffusion equations…
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…
We study different fractional extensions of the Poisson process and generalized counting processes by introducing time-change represented by the inverse to the sums of stable and tempered stable subordinators. We state the governing…
Consider a sequence X_k=\sum_{j=0}^{\infty}c_j\xi_{k-j}, k\geq 1, where c_j, j\geq 0, is a sequence of constants and \xi_j, -\infty <j<\infty, is a sequence of independent identically distributed (i.i.d.) random variables (r.v.s) belonging…
We introduce a fractional Bessel process with constant negative drift, defined as a time-changed Bessel process via the inverse of a stable subordinator, independent of the base process. This construction yields a model capable of capturing…
In this paper we deal with some open problems concerned with gamma subordinators. In particular, we provide a representation for the moments of the inverse gamma subordinator. Then, we focus on $\lambda$-potentials and we study the…
The impulse response of a generalized fractional second order filter of the form ${{({{s}^{2\alpha}}+a{{s}^{\alpha}}+b)}^{-\gamma}}$ is derived, where $0<\alpha \le 1$, $0<\gamma <2$. The asymptotic properties of the impulse responses are…
In this paper, a fractional generalization of the wave equation that describes propagation of damped waves is considered. In contrast to the fractional diffusion-wave equation, the fractional wave equation contains fractional derivatives of…
We provide some equations for the Variance Gamma process due to the fact that we do not consider only the definition as a time-changed Brownian motion. This brings us to a new non-local equation, even true in the drifted case, involving…
We consider the fractional oscillator being a generalization of the conventional linear oscillator in the framework of fractional calculus. It is interpreted as an ensemble average of ordinary harmonic oscillators governed by stochastic…
This paper is devoted to the study of the flatness property of linear time-invariant fractional systems. In the framework of polynomial matrices of the fractional derivative operator, we give a characterization of fractionally flat outputs…