Non-local in time telegraph equations and very slowly growing variances
In this paper we consider a class of non-local in time telegraph equations. Recently, the second author and Vergara proved that the fundamental solutions of such equations can be interpreted as the probability density function of a stochastic process. We study the asymptotic behavior of the variance...
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Veröffentlicht in: | Proceedings of the American Mathematical Society 2021-05, Vol.149 (5), p.2067-2080 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
Online-Zugang: | Volltext |
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Zusammenfassung: | In this paper we consider a class of non-local in time telegraph equations. Recently, the second author and Vergara proved that the fundamental solutions of such equations can be interpreted as the probability density function of a stochastic process. We study the asymptotic behavior of the variance of this process at large and short times. In this context, we develop a method to construct new examples such the variance has a slowly growth behavior, extending the earlier results. Finally, we show that our approach can be adapted to define new integro-differential operators which are interesting in sub-diffusion processes. |
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ISSN: | 0002-9939 1088-6826 |
DOI: | 10.1090/proc/15390 |