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In this paper we investigate the long time behavior of solutions to fractional in time evolution equations which appear as results of random time changes in Markov processes. We consider inverse subordinators as random times and use the…

Probability · Mathematics 2020-06-25 Anatoly N. Kochubei , Yuri Kondratiev , José L. da Silva

We study the long-time behavior of solutions to a class of evolution equations arising from random-time changes driven by subordinators. Our focus is on fractional diffusion equations involving mixed local and nonlocal operators. By…

Analysis of PDEs · Mathematics 2025-10-28 Mohamed Majdoub , Ezzedine Mliki

In this paper we introduce the concept of random time changes in dynamical systems. The subordination principle may be applied to study the long time behavior of the random time systems. We show, under certain assumptions on the class of…

Dynamical Systems · Mathematics 2021-01-01 José Luís da Silva , Yuri Kondratiev

We consider generalized time-fractional evolution equations of the form $$u(t)=u_0+\int_0^tk(t,s)Lu(s)ds$$ with a fairly general memory kernel $k$ and an operator $L$ being the generator of a strongly continuous semigroup. In particular,…

Probability · Mathematics 2022-08-26 Christian Bender , Marie Bormann , Yana A. Butko

We study the long-time behavior of the Cesaro means of fundamental solutions for fractional evolution equations corresponding to random time changes in the Brownian motion and other Markov processes. We consider both stable subordinators…

Mathematical Physics · Physics 2021-02-16 Anatoly N. Kochubei , Yuri G. Kondratiev , José L. da Silva

In this paper we will take under consideration subordinators and their inverse processes (hitting-times). We will present in general the governing equations of such processes by means of convolution-type integro-differential operators…

Probability · Mathematics 2014-07-24 Bruno Toaldo

We study the asymptotic behavior of random time changes of dynamical systems. As random time changes we propose three classes which exhibits different patterns of asymptotic decays. The subordination principle may be applied to study the…

Probability · Mathematics 2021-03-11 José L. da Silva , Yuri G. Kondratiev

We consider a class of tempered subordinators, namely a class of subordinators with one-dimensional marginal tempered distributions which belong to a family studied in [3]. The main contribution in this paper is a non-central moderate…

Probability · Mathematics 2020-11-05 Nikolai Leonenko , Claudio Macci , Barbara Pacchiarotti

We consider general convolutional derivatives and related fractional statistical dynamics of continuous interacting particle systems. We apply the subordination principle to construct kinetic fractional statistical dynamics in the continuum…

Mathematical Physics · Physics 2016-10-11 Anatoly N. Kochubei , Yuri Kondratiev

The main goal in this paper is to study asymptotic behaviour in $L^p(\mathbb{R}^N)$ for the solutions of the fractional version of the discrete in time $N$-dimensional diffusion equation, which involves the Caputo fractional $h$-difference…

Analysis of PDEs · Mathematics 2021-02-24 Luciano Abadias , Edgardo Alvarez , Stiven Diaz

We study the large-time and small-time asymptotic behaviors of the spectral heat content for time-changed stable processes, where the time change belongs to a large class of inverse subordinators. For the large-time behavior, the spectral…

Probability · Mathematics 2022-05-18 Kei Kobayashi , Hyunchul Park

It is well-known that compositions of Markov processes with inverse subordinators are governed by integro-differential equations of generalized fractional type. This kind of processes are of wide interest in statistical physics as they are…

Probability · Mathematics 2020-05-13 Luisa Beghin , Claudio Macci , Costantino Ricciuti

In this paper, we introduce the concept of random time changes in dynamical systems. The sub- ordination principle may be applied to study the long time behavior of the random time systems. We show, under certain assumptions on the class of…

Dynamical Systems · Mathematics 2021-08-21 R. Capuani , L. Di Persio , Y. Kondratiev , M. Ricciardi , J. L. da Silva

In this paper, a method to exactly sample the trajectories of inverse subordinators (in the sense of the finite-dimensional distributions), jointly with the undershooting or overshooting process, is provided. The method applies to general…

Probability · Mathematics 2025-11-05 Ivan Biočić , Daniel E. Cedeño-Girón , Bruno Toaldo

This paper is concerned with the fractional evolution equation with a discrete distribution of Caputo time-derivatives such that the largest and the smallest orders, $\alpha$ and $\alpha_m$, satisfy the conditions $1<\alpha\le 2$ and…

Analysis of PDEs · Mathematics 2018-01-11 Emilia Bazhlekova , Ivan Bazhlekov

We apply the subordination principle to construct kinetic fractional statistical dynamics in the continuum in terms of solutions to Vlasov-type hierarchies. As a by-product we obtain the evolution of the density of particles in the…

Mathematical Physics · Physics 2016-10-19 Jose Luis da Silva , Anatoly N. Kochubei , Yuri Kondratiev

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…

Probability · Mathematics 2021-11-17 Fausto Colantoni , Mirko D'Ovidio

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…

Probability · Mathematics 2021-06-24 Luisa Beghin , Costantino Ricciuti

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…

Probability · Mathematics 2023-12-11 Khrystyna Buchak , Lyudmyla Sakhno

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…

Probability · Mathematics 2012-06-14 Mirko D'Ovidio
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