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arxiv: 1206.2511 · v3 · pith:IMPPCCIOnew · submitted 2012-06-12 · 🧮 math.PR

Time-changed processes governed by space-time fractional telegraph equations

classification 🧮 math.PR
keywords processesbetamathpzctimebrownianmotionstabletelegraph
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In this work we construct compositions of processes of the form \bm{S}_n^{2\beta}(c^2 \mathpzc{L}^\nu (t) \r, t>0, \nu \in (0, 1/2], \beta \in (0,1], n \in \mathbb{N}, whose distribution is related to space-time fractional n-dimensional telegraph equations. We present within a unifying framework the pde connections of n-dimensional isotropic stable processes \bm{S}_n^{2\beta} whose random time is represented by the inverse \mathpzc{L}^\nu (t), t>0, of the superposition of independent positively-skewed stable processes, \mathpzc{H}^\nu (t) = H_1^{2\nu} (t) + (2\lambda \r^{\frac{1}{\nu}} H_2^\nu (t), t>0, (H_1^{2\nu}, H_2^\nu, independent stable subordinators). As special cases for n=1, \nu = 1/2 and \beta = 1 we examine the telegraph process T at Brownian time B (Orsingher and Beghin) and establish the equality in distribution B (c^2 \mathpzc{L}^{1/2} (t)) \stackrel{\textrm{law}}{=} T (|B(t)|), t>0. Furthermore the iterated Brownian motion (Allouba and Zheng) and the two-dimensional motion at finite velocity with a random time are investigated. For all these processes we present their counterparts as Brownian motion at delayed stable-distributed time.

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