Drifted Brownian motions governed by fractional tempered derivatives
arXiv:1805.02511 · doi:10.15559/18-VMSTA114
Abstract
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, together with its Fourier transform.
Published at https://doi.org/10.15559/18-VMSTA114 in the Modern Stochastics: Theory and Applications (https://vmsta.org/) by VTeX (http://www.vtex.lt/)