SDEs driven by a time-changed Lévy process and their associated time-fractional order pseudo-differential equations (Q2428538)
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scientific article; zbMATH DE number 6028200
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| English | SDEs driven by a time-changed Lévy process and their associated time-fractional order pseudo-differential equations |
scientific article; zbMATH DE number 6028200 |
Statements
SDEs driven by a time-changed Lévy process and their associated time-fractional order pseudo-differential equations (English)
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26 April 2012
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time-change
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stochastic differential equations
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semimartingales
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Kolmogorov equation
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fractional-order differential equations
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pseudo-differential operators
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Levy processes
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stable subordinator
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distributed-order differential equations
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0.8038496375083923
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0.8031421899795532
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0.7657647728919983
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0.7608699798583984
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