Feynman-Kac formula for tempered fractional general diffusion equations driven by TFBM
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Fractional partial differential equations (35R11) PDEs with randomness, stochastic partial differential equations (35R60) Fractional processes, including fractional Brownian motion (60G22) Stable stochastic processes (60G52) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Continuous-time Markov processes on general state spaces (60J25)
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Cites work
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- Feynman-Kac formula for tempered fractional general diffusion equations with nonautonomous external potential
- Feynman-Kac representation for the parabolic Anderson model driven by fractional noise
- Feynman-Kac transform for anomalous processes
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- Stochastic Volatility for Lévy Processes
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- Tempered fractional Brownian motion
- Tempered fractional Brownian motion: wavelet estimation, modeling and testing
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- Tempered linear and non-linear time series models and their application to heavy-tailed solar flare data
- Temporal asymptotics for fractional parabolic Anderson model
- The Malliavin Calculus and Related Topics
Cited in
(4)- Stochastic calculus for tempered fractional Brownian motion and stability for SDEs driven by TFBM
- Feynman-Kac formula for tempered fractional general diffusion equations with nonautonomous external potential
- Feynman-Kac formula for general diffusion equations driven by TFBM with Hurst index \(H \in (0,1)\)
- Continuity of solutions for tempered fractional general diffusion equations driven by TFBM
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