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Related papers: Fractional Immigration-Death Processes

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We consider a fractional version of the classical nonlinear birth process of which the Yule--Furry model is a particular case. Fractionality is obtained by replacing the first order time derivative in the difference-differential equations…

Probability · Mathematics 2014-03-06 Enzo Orsingher , Federico Polito

A two-state master equation based decision making model has been shown to generate phase transitions, to be topologically complex and to manifest temporal complexity through an inverse power-law probability distribution function in the…

Adaptation and Self-Organizing Systems · Physics 2015-06-22 Bruce J. West , Malgorzata Turalska , Paolo Grigolini

In this paper, we investigate the unique solvability of a mixed boundary value problem for a fractional partial differential equation featuring a degenerate coefficient. By introducing a novel operator and applying the method of separation…

Analysis of PDEs · Mathematics 2026-04-07 Bakhodirjon Toshtemirov , Azizbek Mamanazarov

We survey methods and results of fractional differential equations in which an unknown function is under the operation of integration and/or differentiation of fractional order. As an illustrative example, we review results on fractional…

Analysis of PDEs · Mathematics 2018-11-12 Moulay Rchid Sidi Ammi , Delfim F. M. Torres

This paper presents an analysis of the study variables such as gdp, employment levels, the level of R & D and technology that will serve as the basis for stochastic modeling of production possibilities frontier in the goodness of fractal…

Economics · Quantitative Finance 2015-09-04 Maria Ramos-Escamilla

We study here a heat-type differential equation of order n greater than two, in the case where the time-derivative is supposed to be fractional. The corresponding solution can be described as the transition function of a pseudoprocess…

Probability · Mathematics 2011-03-03 Luisa Beghin

A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…

Statistical Mechanics · Physics 2007-09-25 Rudolf Gorenflo , Francesco Mainardi , Daniele Moretti , Gianni Pagnini , Paolo Paradisi

In this work, we investigate a unique solvability of a direct and inverse source problem for a time-fractional partial differential equation with the Caputo and Bessel operators. Using spectral expansion method, we give explicit forms of…

Analysis of PDEs · Mathematics 2016-11-08 Praveen Agarwal , Erkinjon Karimov , Murat Mamchuev , Michael Ruzhansky

Fractional derivatives can be used to model time delays in a diffusion process. When the order of the fractional derivative is distributed over the unit interval, it is useful for modeling a mixture of delay sources. In some special cases…

Analysis of PDEs · Mathematics 2016-11-29 Jebessa B. Mijena , Erkan Nane

We introduce a non-homogeneous fractional Poisson process by replacing the time variable in the fractional Poisson process of renewal type with an appropriate function of time. We characterize the resulting process by deriving its non-local…

Probability · Mathematics 2016-01-18 N. Leonenko , E. Scalas , M. Trinh

Studies of fixation dynamics in Markov processes predominantly focus on the mean time to absorption. This may be inadequate if the distribution is broad and skewed. We compute the distribution of fixation times in one-step birth-death…

Statistical Mechanics · Physics 2015-10-30 Peter Ashcroft , Arne Traulsen , Tobias Galla

We give constructions of age-structured branching processes without or with immigration as pathwise unique solutions to stochastic integral equations. A necessary and sufficient condition for the ergodicity of the model with immigration is…

Probability · Mathematics 2020-12-15 Lina Ji , Zenghu Li

A free boundary diffusive logistic model finds application in many different fields from biological invasion to wildfire propagation. However, many of these processes show a random nature and contain uncertainties in the parameters. In this…

Numerical Analysis · Mathematics 2025-01-17 M. -C. Casabán , R. Company , V. N. Egorova , L. Jódar

We discuss the derivation and the solutions of integro-differential equations (variable-order time-fractional diffusion equations) following as continuous limits for lattice continuous time random walk schemes with power-law waiting-time…

Statistical Mechanics · Physics 2020-07-22 Philipp Roth , Igor M. Sokolov

This paper demonstrates a new regeneration processes technology making use of positive stable distributions. We study the asymptotic behavior of branching processes with a randomly controlled migration component. Using the new method, we…

Probability · Mathematics 2007-05-23 George P. Yanev , Kosto V. Mitov , Nickolay M. Yanev

Recently a general growth curve including the well known growth equations, such as Malthus, logistic, Bertallanfy, Gompertz, has been studied. We now propose two stochastic formulations of this growth equation. They are obtained starting…

In this paper we consider stochastic differential equations with discontinuous diffusion coefficient of varying sign, for which weak existence and uniqueness holds but strong uniqueness fails. We introduce the notion of $\varphi $-strong…

Probability · Mathematics 2013-09-09 Mihai N. Pascu

In this paper, we investigate the direct and linear inverse problems of identifying time-dependent and time-independent source terms in a time-fractional diffusion-wave equation, using measured data at an interior point of the time…

Analysis of PDEs · Mathematics 2025-08-11 Rahmonov Askar Ahmadovich

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…

Probability · Mathematics 2015-10-02 Marcin Magdziarz , Marek Teuerle

This work introduces and analyzes a finite element scheme for evolution problems involving fractional-in-time and in-space differentiation operators up to order two. The left-sided fractional-order derivative in time we consider is employed…

Numerical Analysis · Mathematics 2018-04-17 Gabriel Acosta , Francisco M. Bersetche , Juan Pablo Borthagaray