{\(\alpha\)}-time fractional Brownian motion: PDE connections and local times (Q4921823)
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scientific article; zbMATH DE number 6162834
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| English | {\(\alpha\)}-time fractional Brownian motion: PDE connections and local times |
scientific article; zbMATH DE number 6162834 |
Statements
α-time fractional Brownian motion: PDE connections and local times (English)
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14 May 2013
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fractional Brownian motion
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strictly \(\alpha\)-stable Lévy process
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\(\alpha\)-time Brownian motion
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\(\alpha\)-time fractional Brownian motion
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partial differential equation
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PDE
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local time
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Hölder condition
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0.8020932674407959
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0.7915804982185364
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0.7797031998634338
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0.7771041393280029
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0.7698138356208801
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