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arxiv: 1805.02511 · v3 · pith:ILAAVMGNnew · submitted 2018-05-07 · 🧮 math.PR

Drifted Brownian motions governed by fractional tempered derivatives

classification 🧮 math.PR
keywords fractionaltemperedbrownianderivativesdriftedequationsmotionsderivative
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Fractional equations governing the distribution of reflecting drifted Brownian motions are presented. The equations are expressed in terms of tempered Riemann--Liouville type derivatives. For these operators a Marchaud-type form is obtained and a Riesz tempered fractional derivative is examined, together with its Fourier transform.

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