Estimates on the tail probabilities of subordinators and applications to general time fractional equations

Soobin Cho; Panki Kim

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arXiv · 1905.00341

Estimates on the tail probabilities of subordinators and applications to general time fractional equations

Soobin Cho·Panki Kim

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Abstract

In this paper, we study estimates on tail probabilities $\mathbb{P}(S_r \ge t)$ of several classes of subordinators under mild assumptions on the tail of its L\'evy measure. As an application of that result, we obtain two-sided estimates for fundamental solutions of general homogeneous time fraction equations including those with Dirichlet boundary conditions.

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Soobin Cho, Panki Kim. 2019-05-01. Estimates on the tail probabilities of subordinators and applications to general time fractional equations. https://arxiv.org/abs/1905.00341

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