Estimates on the tail probabilities of subordinators and applications to general time fractional equations

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:130

Article

Cho, Soobin¹  Kim, Panki^1,2 

[1] Seoul Natl Univ, Dept Math Sci, Bldg 27,1 Gwanak Ro, Seoul 08826, South Korea

[2] Seoul Natl Univ, Res Inst Math, Bldg 27,1 Gwanak Ro, Seoul 08826, South Korea

关键词: Tail probability estimates;    Subordinator;    Time fractional equation;    Dirichlet boundary problem;   

DOI  :  10.1016/j.spa.2020.01.002

来源: Elsevier

【 摘 要 】

In this paper, we study estimates on tail probabilities of several classes of subordinators under mild assumptions on the tails of their Levy measures. As an application of that result, we obtain two-sided estimates for fundamental solutions of general homogeneous time fractional equations including those with Dirichlet boundary conditions. (C) 2020 Elsevier B.V. All rights reserved.

【 授权许可】

Free