Pages that link to "Item:Q664561"
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The following pages link to Fractional Fokker-Planck equation and Black-Scholes formula in composite-diffusive regime (Q664561):
Displayed 3 items.
- Fokker-Planck type equations associated with subordinated processes controlled by tempered \(\alpha \)-stable processes (Q372914) (← links)
- Weak and strong discrete-time approximation of fractional SDEs (Q2257577) (← links)
- Equivalence of subordinated processes with tempered \(\alpha\)-stable waiting times and fractional Fokker-Planck equations in space and time dependent fields (Q2516087) (← links)