Random time-change with inverses of multivariate subordinators: Governing equations and fractional dynamics
It is well-known that compositions of Markov processes with inverse subordinators are governed by integro-differential equations of generalized fractional type. This kind of processes are of wideinterest in statistical physics as they are connected to anomalous diffusions. In this paper we consider a generalization; more precisely we mean componentwise compositions of R^d -valued Markov processes