Repositorio UFRO · Omeka S

Nonlocal in-time telegraph equation and telegraph processes with random time

Primer Autor	Alegria, Francisco
Co-autores	Poblete, Veronica Pozo, Juan C.
Título	Nonlocal in-time telegraph equation and telegraph processes with random time
Editorial	ACADEMIC PRESS INC ELSEVIER SCIENCE
Revista	JOURNAL OF DIFFERENTIAL EQUATIONS
Lenguaje	en
Resumen	In this paper we study the properties of a non-markovian version of the telegraph process, whose nonmarkovian character comes from a nonlocal in-time evolution equation that is satisfied by its probability density function. In the first part of the paper, using the theory of Volterra integral equations, we obtain an explicit formula for its moments, and we prove that the Carleman condition is satisfied. This shows that the distribution of the process is uniquely determined by its moments. We also obtain an explicit formula for the moment generating function. In the second part of the paper, we prove that the distribution of this process coincides with the distribution of a process of the form T (W(t)) where T (t) is the classical telegraph process, and W(t) is a random time whose distribution is related to a nonlocal in-time version of the wave equation. To this end, we construct the probability density function via subordination from the distribution of the classic telegraph process. Our results exhibit a strong interplay between this type of processes and subdiffusion theory. (c) 2022 Elsevier Inc. All rights reserved.
Fecha Publicación	2023
Tipo de Recurso	artículo original
doi	10.1016/j.jde.2022.12.001
Formato Recurso	PDF
Palabras Claves	Nonlocal telegraph equation Volterra integral equations Telegraph processes with random time Anomalous diffusion Iterated Brownian motion
Ubicación del archivo	http://dx.doi.org/10.1016/j.jde.2022.12.001
Categoría OCDE	Matemáticas
Materias	Ecuación del telégrafo no local Ecuaciones integrales de Volterra Procesos telegráficos con tiempo aleatorio Difusión anómala Movimiento browniano itinerante
Página de inicio (Recomendado-único)	310.0
Página final (Recomendado-único)	347
Identificador del recurso (Mandatado-único)	artículo original
Versión del recurso (Recomendado-único)	versión publicada
Derechos de acceso	metadata
Access Rights	metadata
Id de Web of Science	WOS:000905143200009
ISSN	0022-0396
Categoría WOS	Matemáticas