scientific article; zbMATH DE number 1990635

zbMATH Open1027.60032MaRDI QIDQ4430792FDOQ4430792

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Publication date: 13 October 2003

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zbMATH Keywords

Markov processfractional Brownian motionnonlinear transformationsKolmogorov-Feller equationgeneralized Fokker-Planck equationsnon-Gaussian random processes

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on discrete state spaces (60J27) General theory of stochastic processes (60G07)

Cited In (3)

• Dynamic systems with random structure: An approach to the generation of nonstationary stochastic processes
• Probability functional of a vector non-Gaussian Markov process and its communication application
• Title not available (Why is that?)

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