On time-changed Gaussian processes and their associated Fokker-Planck-Kolmogorov equations (Q638258): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 08:20, 30 January 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)
0 references
9 September 2011
0 references
time-change
0 references
inverse subordinator
0 references
Gaussian process
0 references
Fokker-Planck equation
0 references
Kolmogorov equation
0 references
fractional Brownian motion
0 references
time-dependent Hurst parameter
0 references
Volterra process
0 references
