Drifted Brownian motions governed by fractional tempered derivatives
Fractional equations governing the distribution of reflecting drifted Brownian motions are presented. The equations are expressed in terms of tempered Riemann–Liouville type derivatives. For these operators a Marchaud-type form is obtained and a Riesz tempered fractional derivative is examined, toge...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
VTeX
2018-09-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://www.vmsta.org/doi/10.15559/18-VMSTA114 |