Pages that link to "Item:Q3579002"

The following pages link to Path Properties of Subdiffusion—A Martingale Approach (Q3579002):

Displaying 32 items.

• Langevin picture of Lévy walks and their extensions (Q425196) (← links)
• Option pricing in subdiffusive Bachelier model (Q650194) (← links)
• Black-Scholes formula in subdiffusive regime (Q841145) (← links)
• Pricing of basket options in subdiffusive fractional Black-Scholes model (Q1677776) (← links)
• Fractional Poisson fields and martingales (Q1753245) (← links)
• Stochastic stability of fractional Fokker-Planck equation (Q1782956) (← links)
• Stochastic classical solutions for space-time fractional evolution equations on a bounded domain (Q1799148) (← links)
• Exponential stability for time-changed stochastic differential equations (Q2046246) (← links)
• Asymptotic stability of the time-changed stochastic delay differential equations with Markovian switching (Q2053648) (← links)
• Option pricing of geometric Asian options in a subdiffusive Brownian motion regime (Q2129903) (← links)
• Exact asymptotic formulas for the heat kernels of space and time-fractional equations (Q2175765) (← links)
• Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics (Q2196551) (← links)
• Quenched trap model for Lévy flights (Q2198548) (← links)
• Lamperti transformation -- cure for ergodicity breaking (Q2207335) (← links)
• Polynomial stability of highly non-linear time-changed stochastic differential equations (Q2233281) (← links)
• Comment on fractional Fokker-Planck equation with space and time dependent drift and diffusion (Q2249262) (← links)
• Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching (Q2278400) (← links)
• Large deviations for subordinated Brownian motion and applications (Q2453887) (← links)
• Asymptotic properties and numerical simulation of multidimensional Lévy walks (Q2513844) (← links)
• Stochastic representation of a fractional subdiffusion equation. The case of infinitely divisible waiting times, Lévy noise and space-time-dependent coefficients (Q2790283) (← links)
• Asymptotic properties of Brownian motion delayed by inverse subordinators (Q2944801) (← links)
• Modified cumulative distribution function in application to waiting time analysis in the continuous time random walk scenario (Q2959715) (← links)
• Stability of the solution of stochastic differential equation driven by time-changed Lévy noise (Q2980828) (← links)
• Fractional Klein–Kramers dynamics for subdiffusion and Itô formula (Q3301202) (← links)
• Tempered fractional Langevin–Brownian motion with inverse <i>β</i>-stable subordinator (Q4629614) (← links)
• Coupled continuous time-random walks in quenched random environment (Q4964470) (← links)
• Feynman–Kac equation for anomalous processes with space- and time-dependent forces (Q5267834) (← links)
• Fractional diffusion equation with distributed-order material derivative. Stochastic foundations (Q5269473) (← links)
• Almost sure exponential stability for time-changed stochastic differential equations (Q5743315) (← links)
• On a class of distribution dependent stochastic differential equations driven by time-changed Brownian motions (Q6111021) (← links)
• Dynamical behavior of stochastic cellular neural networks with distributed time delays (Q6180829) (← links)
• Stochastic Maximum Principle for Subdiffusions and Its Applications (Q6202388) (← links)