Applications to Stochastic Models
This chapter is devoted to the application of the Mittag-Leffler function and related special functions in the study of certain stochastic processes. As this topic is so wide, we restrict our attention to some basic ideas. For more complete presentations
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Rudolf Gorenflo Anatoly A. Kilbas Francesco Mainardi Sergei Rogosin
Mittag-Leffler Functions, Related Topics and Applications Second Edition
Springer Monographs in Mathematics Editors-in-Chief Isabelle Gallagher, UFR de Mathématiques, Université Paris-Diderot, Paris, France Minhyong Kim, School of Mathematics, Korea Institute for Advanced Study, Seoul, South Korea; Mathematical Institute, University of Warwick, Coventry, UK Series Editors Sheldon Axler, Department of Mathematics, San Francisco State University, San Francisco, CA, USA Mark Braverman, Department of Mathematics, Princeton University, Princeton, NJ, USA Maria Chudnovsky, Department of Mathematics, Princeton University, Princeton, NJ, USA Tadahisa Funaki, Department of Mathematics, University of Tokyo, Tokyo, Japan Sinan C. Güntürk, Department of Mathematics, Courant Institute of Mathematical Science, New York, NY, USA Claude Le Bris, Cite Descartes, Champs-sur-Marne, CERMICS-ENPC, Marne la Vallée, France Pascal Massart, Département de Mathématiques, Université de Paris-Sud, Orsay, France Alberto A. Pinto, Department of Mathematics, University of Porto, Porto, Portugal Gabriella Pinzari, Department of Mathematics, University of Padova, Padova, Italy Ken Ribet, Department of Mathematics, University of California, Berkeley, CA, USA René Schilling, Institut für Mathematische Stochastik, TU Dresden, Dresden, Germany Panagiotis Souganidis, Department of Mathematics, University of Chicago, Chicago, IL, USA Endre Süli, Mathematical Institute, University of Oxford, Oxford, UK Shmuel Weinberger, Department of Mathematics, University of Chicago, Chicago, IL, USA Boris Zilber, Department of Mathematics, Oxford University, Oxford, UK
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Rudolf Gorenflo Anatoly A. Kilbas Francesco Mainardi Sergei Rogosin •
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Mittag-Leffler Functions, Related Topics and Applications Second Edition
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Rudolf Gorenflo (1930–2017) Mathematical Institute Free University Berlin Berlin, Germany Francesco Mainardi Department of Physics and Astronomy University of Bologna Bologna, Italy
Anatoly A. Kilbas (1948–2010) Department of Mathematics and Mechanics Belarusian State University Minsk, Belarus Sergei Rogosin Department of Economics Belarusian State University Minsk, Belarus
ISSN 1439-7382 ISSN 2196-9922 (electronic) Springer Monographs in Mathematics ISBN 978-3-662-61549-2 ISBN 978-3-662-61550-8 (eBook) https:/
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