Mellin transform and subordination laws in fractional diffusion processes

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dc.creatorMainardi, Francesco
dc.creatorPagnini, Gianni
dc.creatorGorenflo, Rudolf
dc.date2007-02-06
dc.date.accessioned2026-07-07T07:45:04Z
dc.date.available2026-07-07T07:45:04Z
dc.descriptionThe Mellin transform is usually applied in probability theory to the product of independent random variables. In recent times the machinery of the Mellin transform has been adopted to describe the Lévy stable distributions, and more generally the probability distributions governed by generalized diffusion equations of fractional order in space and/or in time. In these cases the related stochastic processes are self-similar and are simply referred to as fractional diffusion processes. We provide some integral formulas involving the distributions of these processes that can be interpreted in terms of subordination laws.
dc.description21 pages
dc.identifierhttps://arxiv.org/abs/math/0702133
dc.identifierhttp://arxiv.org/abs/math/0702133
dc.identifierFractional Calculus and Applied Analysis, Vol. 6 No 4 (2003), pp. 441-459
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/123419
dc.subjectProbability
dc.subjectMathematical Physics
dc.subject26A33, 33C60, 42A38, 44A15, 44A35, 60G18, 60G52
dc.titleMellin transform and subordination laws in fractional diffusion processes
dc.typetext

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