Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion (Q3082335)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion
scientific article

    Statements

    Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion (English)
    0 references
    0 references
    0 references
    0 references
    10 March 2011
    0 references
    fractional Brownian motion
    0 references
    Fokker-Plank-Kolmogorov equation
    0 references
    governing equation
    0 references
    stable subordinator
    0 references
    time change
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers