该文考虑了一类时间变换的强马氏过程,时间变换是截断从属过程的逆过程,这是对文章(Chen Zhenqing.Time fractional equations and probabilistic representation.Chaos Solitons and Fractals,2017,102:168-174)中结论的推广.该文建立...该文考虑了一类时间变换的强马氏过程,时间变换是截断从属过程的逆过程,这是对文章(Chen Zhenqing.Time fractional equations and probabilistic representation.Chaos Solitons and Fractals,2017,102:168-174)中结论的推广.该文建立了一种从一般Bernstein函数到广义时间分数阶偏微分方程的对应关系.展开更多
基金The National Natural Science Foundation of China(11301446)the Postdoctoral Science Foundation of China(2013M531789)+1 种基金the Scientific Research Fund of Hunan Provincial Science and Technology Department(2013RS4057)the Research Foundation of Hunan Provincial Education Department(13B116)
基金supported by the National Natural Science Foundation of China(Grant No.11401313)the Natural Science Foundation of Jiangsu Province(Grant No.BK20161579)+3 种基金the China Postdoctoral Science Foundation(Grant Nos.2014M5603682015T80475)2014 Qing Lan Project,Financial Engineering Key Laboratory of Jiangsu Province(Grant No.NSK201504)PAPD
文摘该文考虑了一类时间变换的强马氏过程,时间变换是截断从属过程的逆过程,这是对文章(Chen Zhenqing.Time fractional equations and probabilistic representation.Chaos Solitons and Fractals,2017,102:168-174)中结论的推广.该文建立了一种从一般Bernstein函数到广义时间分数阶偏微分方程的对应关系.