In this paper we study explicit strong solutions for two difference-differential fractional equations, defined via the generator of an immigration-death process, by using spectral methods. Moreover, we give a stochastic representation of the solutions of such difference-differential equations by means of a stable time-changed immigration-death process and we use this stochastic representation to show boundedness and then uniqueness of these strong solutions. Finally, we study the limit distribution of the time-changed process.
Fractional immigration-death processes
Ascione G.;
2021-01-01
Abstract
In this paper we study explicit strong solutions for two difference-differential fractional equations, defined via the generator of an immigration-death process, by using spectral methods. Moreover, we give a stochastic representation of the solutions of such difference-differential equations by means of a stable time-changed immigration-death process and we use this stochastic representation to show boundedness and then uniqueness of these strong solutions. Finally, we study the limit distribution of the time-changed process.File in questo prodotto:
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