Time-fractional geometric Brownian motion from continuous time random walks (Q2160097)

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Time-fractional geometric Brownian motion from continuous time random walks
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    Time-fractional geometric Brownian motion from continuous time random walks (English)
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    2 August 2022
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    fractional Fokker-Planck equation
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    continuous time random walks
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    anomalous diffusion
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    subdiffusion
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    geometric Brownian motion
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