Completely Monotone Property of Fractional Green Functions
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In this paper it is proved that the Green function of a linear fractional
differential equation is completely monotone. Further results on the
behaviour of the Green function are obtained by exploring their connection
with the Mittag-Leffler distribution. Application to the prediction and
simulation of certain stochastic processes are considered.
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|Item Type:||Journal Article|
|Keywords:||completely monotone functions, fractional differential equations, Mittag, Leffler distribution|
|Subjects:||Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > STATISTICS (010400) > Probability Theory (010404)|
Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > PURE MATHEMATICS (010100) > Ordinary Differential Equations Difference Equations and Dynamical Systems (010109)
|Divisions:||Past > QUT Faculties & Divisions > Faculty of Science and Technology|
|Copyright Owner:||Copyright 2003 Diogenes Co.|
|Deposited On:||03 May 2007|
|Last Modified:||29 Feb 2012 23:02|
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