On time-changed Gaussian processes and their associated Fokker-Planck-Kolmogorov equations (Q638258): Difference between revisions
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| Property / DOI: 10.1214/ECP.v16-1620 / rank | |||
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| Property / author: Q414807 / rank | |||
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| Property / author: Sabir R. Umarov / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / arXiv ID: 1011.2473 / rank | |||
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| Property / DOI: 10.1214/ECP.V16-1620 / rank | |||
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Latest revision as of 23:18, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On time-changed Gaussian processes and their associated Fokker-Planck-Kolmogorov equations |
scientific article |
Statements
On time-changed Gaussian processes and their associated Fokker-Planck-Kolmogorov equations (English)
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9 September 2011
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time-change
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inverse subordinator
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Gaussian process
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Fokker-Planck equation
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Kolmogorov equation
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fractional Brownian motion
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time-dependent Hurst parameter
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Volterra process
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