NON-LOCAL IN TIME TELEGRAPH EQUATIONS AND VERY SLOWLY GROWING VARIANCES

Alegria, Francisco; Pozo, Juan C.

Abstract

In this paper we consider a class of non-local in time telegraph equations. Recently, the second author and Vergara proved that the fundamental solutions of such equations can be interpreted as the probability density function of a stochastic process. We study the asymptotic behavior of the variance of this process at large and short times. In this context, we develop a method to construct new examples such the variance has a slowly growth behavior, extending the earlier results. Finally, we show that our approach can be adapted to define new integro-differential operators which are interesting in sub-diffusion processes.

Más información

Título según WOS: NON-LOCAL IN TIME TELEGRAPH EQUATIONS AND VERY SLOWLY GROWING VARIANCES
Título según SCOPUS: Non-local in time telegraph equations and very slowly growing variances
Título de la Revista: Proceedings of the American Mathematical Society
Volumen: 149
Número: 5
Editorial: American Mathematical Society
Fecha de publicación: 2021
Página final: 2080
Idioma: English
DOI:

10.1090/proc/15390

Notas: ISI, SCOPUS