一类时间变换的强马氏过程

数学物理学报 ›› 2021, Vol. 41 ›› Issue (3): 848-859.

一类时间变换的强马氏过程

赵辉艳^1,*,徐嗣棪²()

¹ 北京师范大学珠海分校应用数学学院广东珠海 519087
² 北方工业大学理学院北京 100144

收稿日期:2019-12-23 出版日期:2021-06-26 发布日期:2021-06-09
通讯作者: 赵辉艳 E-mail:xusiyan@ncut.edu.cn
作者简介:徐嗣棪, E-mail: xusiyan@ncut.edu.cn
基金资助:
国家自然科学基金(11401029)

A Class of Time-Changed Strong Markov Processes

Huiyan Zhao^1,*,Siyan Xu²()

¹ School of Applied Mathematics, Beijing Normal University Zhuhai, Guangdong Zhuhai 519087
² College of Science, North China University of Technology, Beijing 100144

Received:2019-12-23 Online:2021-06-26 Published:2021-06-09
Contact: Huiyan Zhao E-mail:xusiyan@ncut.edu.cn
Supported by:
the NSFC(11401029)

摘要/Abstract

摘要：

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.

关键词: 截断从属过程, 强马氏过程, Bernstein函数, 时间分数阶偏微分方程

Abstract:

In this paper, we consider a type of time-changed Markov process, where the time-change is an inverse killed subordinator. This can be seen as an extension of Chen (Chen Zhenqing. Time fractional equations and probabilistic representation. Chaos Solitons and Fractals, 2017, 102: 168-174). As a result, it constructs a relationship between general Bernstein functions and a class of generalized time-fractional partial differential equations.

Key words: Killed subordinator, Strong Markov process, Bernstein function, Time-fractional PDE

中图分类号:

O211.9

赵辉艳,徐嗣棪. 一类时间变换的强马氏过程[J]. 数学物理学报, 2021, 41(3): 848-859.

Huiyan Zhao,Siyan Xu. A Class of Time-Changed Strong Markov Processes[J]. Acta mathematica scientia,Series A, 2021, 41(3): 848-859.

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