Pages that link to "Item:Q316101"
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The following pages link to Correlation structure of fractional Pearson diffusions (Q316101):
Displaying 30 items.
- Applications of the fractional Sturm-Liouville problem to the space-time fractional diffusion in a finite domain (Q281444) (← links)
- The fractional non-homogeneous Poisson process (Q342774) (← links)
- Time dependent random fields on spherical non-homogeneous surfaces (Q402402) (← links)
- Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology (Q777158) (← links)
- Stable continuous-time autoregressive process driven by stable subordinator (Q1619074) (← links)
- Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system (Q1620056) (← links)
- Fractional Cox-Ingersoll-Ross process with non-zero ``mean'' (Q1641938) (← links)
- Stochastic representation of fractional Bessel-Riesz motion (Q1677759) (← links)
- Fractional immigration-death processes (Q1995919) (← links)
- A fractional multi-states model for insurance (Q2034158) (← links)
- Time-non-local Pearson diffusions (Q2034638) (← links)
- CDS pricing with fractional Hawkes processes (Q2060433) (← links)
- Abstract McKean-Vlasov and Hamilton-Jacobi-Bellman equations, their fractional versions and related forward-backward systems on Riemannian manifolds (Q2071557) (← links)
- Fractional McKean-Vlasov and Hamilton-Jacobi-Bellman-Isaacs equations (Q2071614) (← links)
- Non-local solvable birth-death processes (Q2135209) (← links)
- Fractional Hawkes processes (Q2164927) (← links)
- Option pricing in illiquid markets: a fractional jump-diffusion approach (Q2195887) (← links)
- Time-changed fractional Ornstein-Uhlenbeck process (Q2197307) (← links)
- Commutative and associative properties of the Caputo fractional derivative and its generalizing convolution operator (Q2208134) (← links)
- Mixed fractional differential equations and generalized operator-valued Mittag-Leffler functions (Q2304487) (← links)
- Fractional Cox-Ingersoll-Ross process with small Hurst indices (Q2326528) (← links)
- The probabilistic point of view on the generalized fractional partial differential equations (Q2328625) (← links)
- Fractional Poisson fields (Q2340305) (← links)
- Heavy-tailed fractional Pearson diffusions (Q2408994) (← links)
- Correlation structure of time-changed Pearson diffusions (Q2453923) (← links)
- Convolution-type derivatives, hitting-times of subordinators and time-changed \(C_0\)-semigroups (Q2512909) (← links)
- Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process (Q3120627) (← links)
- Long-memory Gaussian processes governed by generalized Fokker-Planck equations (Q3121504) (← links)
- The Fokker–Planck equation for the time-changed fractional Ornstein–Uhlenbeck stochastic process (Q5094465) (← links)
- Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes (Q5153148) (← links)