Fractional Pearson diffusions

DOI10.1016/j.jmaa.2013.02.046zbMath1297.60057WikidataQ40050849 ScholiaQ40050849MaRDI QIDQ2442987

Mark M. Meerschaert, Nikolai N. Leonenko, Alla Sikorskii

Publication date: 2 April 2014

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2013.02.046

zbMATH Keywords

Mittag-Leffler function; eigenfunction expansion; hitting time; fractional derivative; stable process; Pearson diffusion

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60J60: Diffusion processes

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