Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion (Q3082335)
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scientific article; zbMATH DE number 5863856
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| English | Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion |
scientific article; zbMATH DE number 5863856 |
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Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion (English)
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10 March 2011
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fractional Brownian motion
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Fokker-Plank-Kolmogorov equation
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governing equation
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stable subordinator
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time change
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0.8834748268127441
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0.8413249254226685
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0.8267080783843994
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0.8255367875099182
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