Composition of processes and related partial differential equations

DOI10.1007/s10959-010-0284-9zbMath1229.60045arXiv1003.5276MaRDI QIDQ548154

Enzo Orsingher, Mirko D'Ovidio

Publication date: 28 June 2011

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1003.5276

zbMATH Keywords

fractional Brownian motions; fractional equations; Cauchy processes

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

60J60: Diffusion processes

Related Items

Equations of Mathematical Physics and Compositions of Brownian and Cauchy Processes, Euler-Poisson-Darboux equations and iterated fractional Brownian motions, Iterated stochastic processes: simulation and relationship with high order partial differential equations, Fractional Brownian motions ruled by nonlinear equations, Higher-order Laplace equations and hyper-Cauchy distributions, Shooting randomly against a line in Euclidean and non-Euclidean spaces, Fractional diffusions with time-varying coefficients

Cites Work

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