Estimates on the tail probabilities of subordinators and applications to general time fractional equations

Abstract

In this paper, we study estimates on tail probabilities $\mathbb{P}(S_r\ge t)$ of several classes of subordinators under mild assumptions on the tail of its Lévy measure. As an application of that result, we obtain two-sided estimates for fundamental solutions of general homogeneous time fraction equations including those with Dirichlet boundary conditions.

47 pages

Cited by in corpus (1)

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