Inverse Stable Subordinators
Mark M. Meerschaert, Peter Straka
Abstract
Open-access reader
Mark M. Meerschaert, Peter Straka
Abstract
Open-access reader
The inverse stable subordinator provides a probability model for time-fractional differential equations, and leads to explicit solution formulae. This paper reviews properties of the inverse stable subordinator, and applications to a variety of problems in mathematics and physics. Several different governing equations for the inverse stable subordinator have been proposed in the literature. This paper also shows how these equations can be reconciled.
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The inverse stable subordinator provides a probability model for time-fractional differential equations, and leads to explicit solution formulae. This paper reviews properties of the inverse stable subordinator, and applications to a variety of problems in mathematics and physics. Several different governing equations for the inverse stable subordinator have been proposed in the literature. This paper also shows how these equations can be reconciled.
Key concepts: Subordinator, Inverse, Mathematics, Variety (cybernetics), Applied mathematics, Mathematical analysis, Lévy process, Statistics