Fractional Pearson diffusions
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Publication:2442987
DOI10.1016/j.jmaa.2013.02.046zbMath1297.60057WikidataQ40050849 ScholiaQ40050849MaRDI QIDQ2442987
Mark M. Meerschaert, Nikolai N. Leonenko, Alla Sikorskii
Publication date: 2 April 2014
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2013.02.046
Mittag-Leffler function; eigenfunction expansion; hitting time; fractional derivative; stable process; Pearson diffusion