Drifted Brownian motions governed by fractional tempered derivatives
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🧮 math.PR
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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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