Continuous-time random walk and parametric subordination in fractional diffusion (Q944816): Difference between revisions

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-.1016/j.chaos.2007.01.052
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-Francesco Mainardi
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+Francesco Mainardi
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+SUBORDINATION OF NON-GAUSSIAN STOCHASTIC PROCESSES
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+From power laws to fractional diffusion: the direct way
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+EXACT SOLUTIONS FOR A CLASS OF FRACTAL TIME RANDOM WALKS
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+On fractional diffusion and continuous time random walks
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+Black-Scholes model under subordination
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+Long way from the FPU-problem to chaos
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+.1016/J.CHAOS.2007.01.052
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+Publication:944816