α-time fractional Brownian motion: PDE connections and local times (Q4921823)
From MaRDI portal
scientific article; zbMATH DE number 6162834
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | α-time fractional Brownian motion: PDE connections and local times |
scientific article; zbMATH DE number 6162834 |
Statements
α-time fractional Brownian motion: PDE connections and local times (English)
0 references
14 May 2013
0 references
fractional Brownian motion
0 references
strictly \(\alpha\)-stable Lévy process
0 references
\(\alpha\)-time Brownian motion
0 references
\(\alpha\)-time fractional Brownian motion
0 references
partial differential equation
0 references
PDE
0 references
local time
0 references
Hölder condition
0 references
