SDEs driven by a time-changed Lévy process and their associated time-fractional order pseudo-differential equations (Q2428538): Difference between revisions

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Latest revision as of 03:29, 5 July 2024

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SDEs driven by a time-changed Lévy process and their associated time-fractional order pseudo-differential equations
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    SDEs driven by a time-changed Lévy process and their associated time-fractional order pseudo-differential equations (English)
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    26 April 2012
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    time-change
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    stochastic differential equations
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    semimartingales
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    Kolmogorov equation
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    fractional-order differential equations
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    pseudo-differential operators
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    Levy processes
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    stable subordinator
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    distributed-order differential equations
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