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

Soobin Cho and Panki Kim

Stochastic Processes and their Applications, 2020, vol. 130, issue 7, 4392-4443

Abstract: In this paper, we study estimates on tail probabilities of several classes of subordinators under mild assumptions on the tails of their Lévy measures. As an application of that result, we obtain two-sided estimates for fundamental solutions of general homogeneous time fractional equations including those with Dirichlet boundary conditions.

Keywords: Tail probability estimates; Subordinator; Time fractional equation; Dirichlet boundary problem (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spa.2020.01.002

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