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Inequalities and Asymptotic Formulae for the Three Parametric Mittag-Leffler Functions

Paneva-Konovska, Jordanka (2012)

Mathematica Balkanica New Series

MSC 2010: 33E12, 30A10, 30D15, 30E15We consider some families of 3-index generalizations of the classical Mittag-Le²er functions and study the behaviour of these functions in domains of the complex plane. First, some inequalities in the complex plane and on its compact subsets are obtained. We also prove an asymptotic formula for the case of "large" values of the indices of these functions. Similar results have also been obtained by the author for the classical Bessel functions and their Wright's...

Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes

Patie Pierre (2009)

Annales de l'I.H.P. Probabilités et statistiques

We first characterize the increasing eigenfunctions associated to the following family of integro-differential operators, for any α, x>0, γ≥0 and fa smooth function on + , 𝐋 ( γ ) f ( x ) = x - α ( σ 2 x 2 f ' ' ( x ) + ( σ γ + b ) x f ' ( x ) + 0 f e - r x - f ( x ) e - r γ + x f ' ( x ) r 𝕀 { r 1 } ν ( d r ) ) , ( 0 . 1 ) where the coefficients b ,σ≥0 and the measure ν, which satisfies the integrability condition ∫0∞(1∧r2)ν(dr)<+∞, are uniquely determined by the distribution of a spectrally negative, infinitely divisible random variable, with characteristic exponent ψ. L(γ) is known to be the infinitesimal generator of a positive...

Integral Representations of Generalized Mathieu Series Via Mittag-Leffler Type Functions

Tomovski, Živorad (2007)

Fractional Calculus and Applied Analysis

Mathematics Subject Classification: 33C05, 33C10, 33C20, 33C60, 33E12, 33E20, 40A30The main purpose of this paper is to present a number of potentially useful integral representations for the generalized Mathieu series as well as for its alternating versions via Mittag-Leffler type functions.

Integral Transforms Method to Solve a Time-Space Fractional Diffusion Equation

Nikolova, Yanka, Boyadjiev, Lyubomir (2010)

Fractional Calculus and Applied Analysis

Mathematical Subject Classification 2010: 35R11, 42A38, 26A33, 33E12.The method of integral transforms based on using a fractional generalization of the Fourier transform and the classical Laplace transform is applied for solving Cauchy-type problem for the time-space fractional diffusion equation expressed in terms of the Caputo time-fractional derivative and a generalized Riemann-Liouville space-fractional derivative.

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