Drifted brownian motions governed by fractional tempered derivatives
01 Pubblicazione su rivista
D'Ovidio M., Iafrate F., Orsingher E.
DOI: 10.15559/18-VMSTA114
ISSN: 2351-6054
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.