Fokker-Planck-Kolmogorov equation for fBm: derivation and analytical solutions (Q5436717)
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scientific article; zbMATH DE number 5227733
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| English | Fokker-Planck-Kolmogorov equation for fBm: derivation and analytical solutions |
scientific article; zbMATH DE number 5227733 |
Statements
17 January 2008
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Fokker-Planck-Kolmogorov equation
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Itô systems
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fractional Brownian motion
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Liouville theorem
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0.8044723272323608
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0.8005780577659607
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0.7947986721992493
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0.7764257788658142
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