Journal
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Volume 130, Issue 7, Pages 4392-4443Publisher
ELSEVIER
DOI: 10.1016/j.spa.2020.01.002
Keywords
Tail probability estimates; Subordinator; Time fractional equation; Dirichlet boundary problem
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Funding
- National Research Foundation of Korea (NRF) - Korea government (MSIP) [2016R1E1A1A01941893]
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In this paper, we study estimates on tail probabilities of several classes of subordinators under mild assumptions on the tails of their Levy measures. As an application of that result, we obtain two-sided estimates for fundamental solutions of general homogeneous time fractional equations including those with Dirichlet boundary conditions. (C) 2020 Elsevier B.V. All rights reserved.
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