Related papers: On the inverse gamma subordinator
We define and study fractional versions of the well-known Gamma subordinator $\Gamma :=\{\Gamma (t),$ $t\geq 0\},$ which are obtained by time-changing $% \Gamma $ by means of an independent stable subordinator or its inverse. Their…
We start by defining a subordinator by means of the lower-incomplete gamma function. It can be considered as an approximation of the stable subordinator, easier to be handled thank to its finite activity. A tempered version is also…
We consider the functional inverse of the Gamma function in the complex plane, where it is multi-valued, and define a set of suitable branches by proposing a natural extension from the real case.
This paper focuses on studying the long-time dynamics of the subordination process for a range of linear evolution equations, with a special emphasis on the fractional heat equation. By treating inverse subordinators as random time…
We derive product and series representations of the gamma function using Newton interpolation series. Using these identities, a new formula for the coefficients in the Taylor series of the reciprocal gamma function is found. We also find…
In this work we study the solutions to some fractional higher-order equations. Special cases in which time-fractional derivatives take integer values are also examined and the explicit solutions are presented. Such solutions can be…
In this paper we deal with the generalized Gamma processes and their compositions. For the compositions of two or more than two generalized Gamma processes we give, when possible, the explicit law whereas, in the other cases the…
In the paper we study the models of time-changed Poisson and Skellam-type processes, where the role of time is played by compound Poisson-Gamma subordinators and their inverse (or first passage time) processes. We obtain explicitly the…
In this paper, we study a multivariate gamma subordinator whose components are independent gamma processes subject to a random time governed by an independent negative binomial process. We derive the explicit expressions for its joint…
We discuss the Gamma Levy process, including path properties, the inverse process, integrability, and its spin-offs obtained by compounding, exponentiation, and other operations; further extendable to arbitrary sigma-finite continuous Borel…
We develop the canonical Volterra representation for a self-similar Gaussian process by using the Lamperti transformation of the corresponding stationary Gaussian process, where this latter one admits a canonical integral representation…
In this paper, we study the L\'evy process time-changed by independent L\'evy subordinators, namely, the incomplete gamma subordinator, the $\epsilon$-jumps incomplete gamma subordinator and tempered incomplete gamma subordinator. We derive…
In this paper we examine the existence of bicomplexied inverse Laplacetransform as an extension of its complexied inverse version within theregion of convergence of bicomplex Laplace transform. In this course weuse the idempotent…
In this chapter, we mainly review theoretical results on inverse source problems for diffusion equations with the Caputo time-fractional derivatives of order $\alpha\in(0,1)$. Our survey covers the following types of inverse problems: 1.…
In the paper we consider models of generalized counting processes time-changed by a general inverse subordinator, we characterize their distributions and present governing equations for them. The equations are given in terms of the…
Many problems of applied mathematics are reduced to the solution of integral equations with special functions in kernels, therefore the inversion formulas for such equations play an important role in solving boundary value problems for…
In this work, we consider subordinated processes controlled by a family of subordinators which consist of a power function of time variable and a negative power function of $\alpha-$stable random variable. The effect of parameters in the…
In this paper, additional properties of the lower gamma functions and the error functions are introduced and proven. In particular, we prove interesting relations between the error functions and Laplace transform.
In this paper, we extend recent work on the functions that we call Bernstein-gamma to the class of bivariate Bernstein-gamma functions. In the more general bivariate setting, we determine Stirling-type asymptotic bounds which generalise,…
In this paper we examine the existence of bicomplexified inverse Fourier transform as an extension of its complexified inverse version within the region of convergence of bicomplex Fourier transform. In this paper we use the idempotent…