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Density solutions to a class of integro-differential equations
Journal article   Open access  Peer reviewed

Density solutions to a class of integro-differential equations

Wissem Jedidi, Thomas Simon and Min Wang
Journal of mathematical analysis and applications, Vol.458(1), pp.134-152
01/02/2018

Abstract

Beta distribution Double Gamma function Generalized Gamma convolution Integro-differential equation Riemann–Liouville operator Stable distribution
We consider the integro-differential equation I0+αf=xmf on the half-line. We show that there exists a density solution, which is then unique and can be expressed in terms of the Beta distribution, if and only if m>α. These density solutions extend the class of generalized one-sided stable distributions introduced in [29] and more recently investigated in [27]. We study various analytical aspects of these densities, and we solve the open problems about infinite divisibility formulated in [27].
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https://doi.org/10.1016/j.jmaa.2017.08.043View
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