Time-fractional geometric Brownian motion from continuous time random walks (Q2160097)
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scientific article; zbMATH DE number 7566444
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| English | Time-fractional geometric Brownian motion from continuous time random walks |
scientific article; zbMATH DE number 7566444 |
Statements
Time-fractional geometric Brownian motion from continuous time random walks (English)
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2 August 2022
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fractional Fokker-Planck equation
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continuous time random walks
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anomalous diffusion
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subdiffusion
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geometric Brownian motion
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