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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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SDEs driven by a time-changed Lévy process and their associated time-fractional order pseudo-differential equations |
scientific article |
Statements
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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