Fractional Pearson diffusions (Q2442987)

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Fractional Pearson diffusions
scientific article

    Statements

    title
    Fractional Pearson diffusions (English)
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    author
    Q203510
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    Mark M. Meerschaert
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    Alla Sikorskii
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    publication date
    2 April 2014
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    zbMATH Keywords
    Pearson diffusion
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    fractional derivative
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    eigenfunction expansion
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    stable process
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    hitting time
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    Mittag-Leffler function
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    Identifiers

    zbMATH DE Number
    6277252
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