Time-fractional geometric Brownian motion from continuous time random walks (Q2160097)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Time-fractional geometric Brownian motion from continuous time random walks |
scientific article |
Statements
Time-fractional geometric Brownian motion from continuous time random walks (English)
0 references
2 August 2022
0 references
fractional Fokker-Planck equation
0 references
continuous time random walks
0 references
anomalous diffusion
0 references
subdiffusion
0 references
geometric Brownian motion
0 references