Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology (Q777158): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology |
scientific article |
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Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology (English)
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3 July 2020
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fractional diffusion approximation
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Skorokhod topology
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fractional diffusions
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correlated continuous time random walks
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Markov chains
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Pearson diffusions
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