Correlation structure of fractional Pearson diffusions
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Publication:316101
DOI10.1016/j.camwa.2013.01.009zbMath1381.60112WikidataQ42964176 ScholiaQ42964176MaRDI QIDQ316101
Mark M. Meerschaert, Nikolai N. Leonenko, Alla Sikorskii
Publication date: 26 September 2016
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.camwa.2013.01.009
60G22: Fractional processes, including fractional Brownian motion
60J60: Diffusion processes
35R11: Fractional partial differential equations
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