Beyond the triangle. Brownian motion, Ito calculus, and Fokker-Planck equation: fractional generalizations (Q4606537)
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scientific article; zbMATH DE number 6848249
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| English | Beyond the triangle. Brownian motion, Ito calculus, and Fokker-Planck equation: fractional generalizations |
scientific article; zbMATH DE number 6848249 |
Statements
Beyond the Triangle (English)
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8 March 2018
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Fokker-Planck equation
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Kolmogorov equation
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master equation
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stochastic differential equation
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Brownian motion
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Lévy process
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time-change
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subordination
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subordinator
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inverse subordination
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inverse subordinator
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Mittag-Leffler functions
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fractional calculus
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fractional Brownian motion
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0.7724887132644653
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0.7546932101249695
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0.7520720362663269
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0.7420864701271057
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