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Random time change and related evolution equations. Time asymptotic behavior
Stochastics and Dynamics ( IF 1.1 ) Pub Date : 2019-12-30 , DOI: 10.1142/s0219493720500343
Anatoly N. Kochubei 1 , Yuri G. Kondratiev 2 , José L. da Silva 3
Affiliation  

In this paper, we investigate the time asymptotic 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 subordination principle for the solutions to forward Kolmogorov equations. The classes of subordinators for which asymptotic analysis may be realized are described.

中文翻译:

随机时间变化及相关演化方程。时间渐近行为

在本文中,我们研究了时间演化方程的分数解的时间渐近行为,这些方程表现为马尔可夫过程中随机时间变化的结果。我们将逆从属子视为随机时间,并使用从属原理来求解正向 Kolmogorov 方程。描述了可以实现渐近分析的从属子类。
更新日期:2019-12-30
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