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