University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Fractional characteristic functions and fractional moments

Fractional characteristic functions and fractional moments

Add to your list(s) Download to your calendar using vCal

If you have a question about this talk, please contact nobody.

FD2W01 - Deterministic and stochastic fractional differential equations and jump processes

We introduce a fractional variant of the characteristic function of a random variable. It exists on the real whole line, and isuniformly continuos. We show that fractional moments can be expressed in terms of Riemann-Liouville integrals and derivatives of the fractional characteristic function. Fractional moments are of interest in particular for distributions whose integer moments do not exist. Some illustrative examples for particular distributions will be also presented.

This talk is part of the Isaac Newton Institute Seminar Series series.

Tell a friend about this talk:

This talk is included in these lists:

Note that ex-directory lists are not shown.

 

© 2006-2022 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity