Fractional Immigration-Death Processes
Probability
2019-07-18 v1
Abstract
In this paper we study explicit strong solutions for two difference-differential fractional equations, defined via the generator of an immigration-death process, by using spectral methods. Moreover, we give a stochastic representation of the solutions of such difference-differential equations by means of a stable time-changed immigration-death process and we use this stochastic representation to show boundedness and then uniqueness of these strong solutions. Finally, we study the limit distribution of the time-changed process.
Cite
@article{arxiv.1907.07588,
title = {Fractional Immigration-Death Processes},
author = {Giacomo Ascione and Nikolai Leonenko and Enrica Pirozzi},
journal= {arXiv preprint arXiv:1907.07588},
year = {2019}
}
Comments
25 pages