Correlation structure of fractional Pearson diffusions (Q316101): Difference between revisions
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| Property / author | |||
| Property / author: Nikolai N. Leonenko / rank | |||
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| Property / Mathematics Subject Classification ID: 60J60 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G22 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 35R11 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6629750 / rank | |||
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| Property / zbMATH Keywords | |||
Pearson diffusion | |||
| Property / zbMATH Keywords: Pearson diffusion / rank | |||
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fractional derivative | |||
| Property / zbMATH Keywords: fractional derivative / rank | |||
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correlation function | |||
| Property / zbMATH Keywords: correlation function / rank | |||
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Mittag-Leffler function | |||
| Property / zbMATH Keywords: Mittag-Leffler function / rank | |||
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Revision as of 01:59, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Correlation structure of fractional Pearson diffusions |
scientific article |
Statements
Correlation structure of fractional Pearson diffusions (English)
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26 September 2016
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Pearson diffusion
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fractional derivative
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correlation function
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Mittag-Leffler function
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