Correlation structure of fractional Pearson diffusions
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 438987 (Why is no real title available?)
- scientific article; zbMATH DE number 4140223 (Why is no real title available?)
- scientific article; zbMATH DE number 1264681 (Why is no real title available?)
- scientific article; zbMATH DE number 2015741 (Why is no real title available?)
- scientific article; zbMATH DE number 5035864 (Why is no real title available?)
- scientific article; zbMATH DE number 3226563 (Why is no real title available?)
- A theory of the term structure of interest rates
- Advances in Fractional Calculus
- Chance and Stability
- Fractals and fractional calculus in continuum mechanics
- Fractional Cauchy problems on bounded domains
- Fractional calculus. Models and numerical methods
- Fractional dynamics at multiple times
- Inefficient estimators of the bivariate survival function for three models
- Infinite divisibility of random variables and their integer parts
- Limit theorems for continuous-time random walks with infinite mean waiting times
- Limit theorems for occupation times of Markov processes
- MULTISCALE STATISTICAL MODEL OF FULLY-DEVELOPED TURBULENCE PARTICLE ACCELERATIONS
- On Mittag-Leffler-type functions in fractional evolution processes
- Parameter estimation for Fisher-Snedecor diffusion
- Series Expansions for the First Passage Distribution of Wong–Pearson Jump-Diffusions
- Statistical Inference for Student Diffusion Process
- Statistical inference for reciprocal gamma diffusion process
- Stochastic models for fractional calculus
- The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes
- The derivation of the generalized functional equations describing self-similar processes
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
- The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics
- Time-space fabric underlying anomalous diffusion
- Transient chaos in fractional Bloch equations
- Two families of functions related to the fractional powers of generators of strongly continuous contraction semigroups.
Cited in
(41)- Non-local solvable birth-death processes
- Commutative and associative properties of the Caputo fractional derivative and its generalizing convolution operator
- CDS pricing with fractional Hawkes processes
- Fractional immigration-death processes
- Mixed fractional differential equations and generalized operator-valued Mittag-Leffler functions
- Fractional Hawkes processes
- Fractional Poisson fields
- On the uniform ergodicity rate of a fractional Ehrenfest urn model
- A recursive method for fractional Hawkes intensities and the potential approach of credit risk
- Heavy-tailed fractional Pearson diffusions
- Applications of the fractional Sturm-Liouville problem to the space-time fractional diffusion in a finite domain
- Stable continuous-time autoregressive process driven by stable subordinator
- Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system
- The probabilistic point of view on the generalized fractional partial differential equations
- Time dependent random fields on spherical non-homogeneous surfaces
- Correlation structure of time-changed Pearson diffusions
- Time-changed fractional Ornstein-Uhlenbeck process
- Fractional Cox-Ingersoll-Ross process with non-zero ``mean
- Moments of generalized fractional polynomial processes
- Stochastic representation and path properties of a fractional Cox-Ingersoll-Ross process
- A fractional multi-states model for insurance
- Time-non-local Pearson diffusions
- The Fokker-Planck equation for the time-changed fractional Ornstein-Uhlenbeck stochastic process
- On some fractional Pearson equations
- Option pricing in illiquid markets: a fractional jump-diffusion approach
- Convolution-type derivatives, hitting-times of subordinators and time-changed \(C_0\)-semigroups
- Fractional Cox-Ingersoll-Ross process with small Hurst indices
- Correlation properties of (discrete) fractional Gaussian noise and fractional Brownian motion
- Correlation properties of continuous-time autoregressive processes delayed by the inverse of the stable subordinator
- Stochastic representation of fractional Bessel-Riesz motion
- The fractional non-homogeneous Poisson process
- Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology
- Abstract McKean-Vlasov and Hamilton-Jacobi-Bellman equations, their fractional versions and related forward-backward systems on Riemannian manifolds
- Fractional McKean-Vlasov and Hamilton-Jacobi-Bellman-Isaacs equations
- Spectral projections correlation structure for short-to-long range dependent processes
- Tempered fractional Hawkes process and its generalizations
- Long-memory Gaussian processes governed by generalized Fokker-Planck equations
- Correlated continuous time random walks and fractional Pearson diffusions
- Fractional Pearson diffusions
- Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes
- Correlation structure in iterated Farlie-Gumbel-Morgenstern distributions
This page was built for publication: Correlation structure of fractional Pearson diffusions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q316101)
