Tempered linear and non-linear time series models and their application to heavy-tailed solar flare data

DOI10.1063/5.0061754MaRDI QIDQ6562253zbMATH OpenFDO

Authors Jinu Susan Kabala, Krzysztof Burnecki, Farzad Sabzikar

Publication date 26 June 2024

Published in Chaos (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/5.0061754

Mathematics Subject Classification ID

Distribution theory (60Exx) Stochastic processes (60Gxx) Inference from stochastic processes (62Mxx)

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Cited in

(4)

• Feynman-Kac formula for general diffusion equations driven by TFBM with Hurst index \(H \in (0,1)\)
• Feynman-Kac formula for tempered fractional general diffusion equations driven by TFBM
• Asymptotic behavior of solutions to stochastic differential equations driven by tempered fractional Brownian motion with Markovian switching
• Tempered processes in modelling of single-particle tracking experiments

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