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Levy Processes Linked to the Lower-Incomplete Gamma Function
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DOI：10.3390/fractalfract5030072.png)
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We start by defining a subordinator by means of the lower-incomplete gamma function. This can be considered as an approximation of the stable subordinator, easier to be handled in view of its finite activity. A tempered version is also considered in order to overcome the drawback of infinite moments. Then, we study Levy processes that are time-changed by these subordinators with particular attention to the Brownian case. An approximation of the fractional derivative (as well as of the fractional power of operators) arises from the analysis of governing equations. Finally, we show that time-changing the fractional Brownian motion produces a model of anomalous diffusion, which exhibits a sub-diffusive behavior.
Keyword:
incomplete-gamma function
anomalous diffusions
Levy processes
subordination
fractional operators
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3.3
论文数:
4.4K
被引数:
7.6K
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