Completely Monotone Property of Fractional Green Functions
Anh, Vo V. & McVinish, Ross S. (2003) Completely Monotone Property of Fractional Green Functions. Fractional Calculus and Applied Analysis, 6(2), pp. 157-173.
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Abstract
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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| ID Code: | 7319 |
|---|---|
| Item Type: | Journal Article |
| Additional URLs: | |
| Keywords: | completely monotone functions, fractional differential equations, Mittag, Leffler distribution |
| ISSN: | 1311-0454 |
| 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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