Correlation structure of fractional Pearson diffusions (Q316101)

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Correlation structure of fractional Pearson diffusions
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    title
    Correlation structure of fractional Pearson diffusions (English)
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    author
    Nikolai N. Leonenko
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    Mark M. Meerschaert
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    Alla Sikorskii
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    Nikolai N. Leonenko
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    publication date
    26 September 2016
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    Mathematics Subject Classification ID
    60J60
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    60G22
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    35R11
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    zbMATH DE Number
    6629750
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    zbMATH Keywords
    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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    Wikidata QID
    Q42964176
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