Fractional Fokker-Planck-Kolmogorov type equations and their associated stochastic differential equations (Q2853346): Difference between revisions

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Fractional Fokker-Planck-Kolmogorov type equations and their associated stochastic differential equations
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    Fractional Fokker-Planck-Kolmogorov type equations and their associated stochastic differential equations (English)
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    21 October 2013
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    fractional differential equations (FDE)
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    Lévy process
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    stable subordinator
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    stochastic differential equations (SDE)
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    Fokker-Planck equation
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    Kolmogorov equations
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