α-time fractional Brownian motion: PDE connections and local times (Q4921823): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| (5 intermediate revisions by 4 users not shown) | |||
| Property / author | |||
| Property / author: Dong Sheng Wu / rank | |||
| Property / author | |||
| Property / author: Dong Sheng Wu / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2962751320 / rank | |||
Normal rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: 0911.0357 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 21:46, 19 April 2024
scientific article; zbMATH DE number 6162834
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | α-time fractional Brownian motion: PDE connections and local times |
scientific article; zbMATH DE number 6162834 |
Statements
α-time fractional Brownian motion: PDE connections and local times (English)
0 references
14 May 2013
0 references
fractional Brownian motion
0 references
strictly \(\alpha\)-stable Lévy process
0 references
\(\alpha\)-time Brownian motion
0 references
\(\alpha\)-time fractional Brownian motion
0 references
partial differential equation
0 references
PDE
0 references
local time
0 references
Hölder condition
0 references
