Fractional Fokker-Planck-Kolmogorov type equations and their associated stochastic differential equations (Q2853346)
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English | 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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