Pages that link to "Item:Q5293332"
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The following pages link to Fractional Langevin equation with α-stable noise. A link to fractional ARIMA time series (Q5293332):
Displayed 50 items.
- A stochastic solution with Gaussian stationary increments of the symmetric space-time fractional diffusion equation (Q281431) (← links)
- Stochastic solution of fractional Fokker-Planck equations with space-time-dependent coefficients (Q281856) (← links)
- Fokker-Planck type equations associated with subordinated processes controlled by tempered \(\alpha \)-stable processes (Q372914) (← links)
- Langevin picture of Lévy walks and their extensions (Q425196) (← links)
- A finite difference approach for the initial-boundary value problem of the fractional Klein-Kramers equation in phase space (Q432233) (← links)
- Geometric Brownian motion with tempered stable waiting times (Q452033) (← links)
- Heterogeneous memorized continuous time random walks in an external force fields (Q478407) (← links)
- Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times (Q548121) (← links)
- On distributions of functionals of anomalous diffusion paths (Q616242) (← links)
- Numerical approximations and solution techniques for the space-time Riesz-Caputo fractional advection-diffusion equation (Q633153) (← links)
- Option pricing in subdiffusive Bachelier model (Q650194) (← links)
- Fractional Fokker-Planck equation and Black-Scholes formula in composite-diffusive regime (Q664561) (← links)
- Correlation cascades, ergodic properties and long memory of infinitely divisible processes (Q734643) (← links)
- Black-Scholes formula in subdiffusive regime (Q841145) (← links)
- Fractional cable equation models for anomalous electrodiffusion in nerve cells: Infinite domain solutions (Q843339) (← links)
- Fractional Brownian motion time-changed by gamma and inverse gamma process (Q1620341) (← links)
- Fractional Fokker-Planck-Kolmogorov equations associated with SDEs on a bounded domain (Q1677979) (← links)
- Ergodic properties of Lévy flights coexisting with subdiffusion and related models (Q1682116) (← links)
- Analysis of splitting methods for solving a partial integro-differential Fokker-Planck equation (Q1734297) (← links)
- Laguerre functions and their applications to tempered fractional differential equations on infinite intervals (Q1743418) (← links)
- A Fokker-Planck control framework for stochastic systems (Q1755915) (← links)
- Chover-type laws of the iterated logarithm for continuous time random walks (Q1760882) (← links)
- Pricing european option under the time-changed mixed Brownian-fractional Brownian model (Q1782839) (← links)
- Mathematical models for dynamics of molecular processes in living biological cells a single particle tracking approach (Q1790429) (← links)
- Modeling anomalous diffusion by a subordinated integrated Brownian motion (Q1798476) (← links)
- Stochastic classical solutions for space-time fractional evolution equations on a bounded domain (Q1799148) (← links)
- Fractional Fokker-Planck equation with space and time dependent drift and diffusion (Q1938842) (← links)
- Option pricing under the subordinated market models (Q2073586) (← links)
- On the fractional model of Fokker-Planck equations with two different operator (Q2132779) (← links)
- Exact asymptotic formulas for the heat kernels of space and time-fractional equations (Q2175765) (← links)
- Option pricing based on modified advection-dispersion equation: stochastic representation and applications (Q2183263) (← links)
- Random numbers from the tails of probability distributions using the transformation method (Q2347310) (← links)
- Fractional Pearson diffusions (Q2442987) (← links)
- Equivalence of subordinated processes with tempered \(\alpha\)-stable waiting times and fractional Fokker-Planck equations in space and time dependent fields (Q2516087) (← 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)
- Long-memory Gaussian processes governed by generalized Fokker-Planck equations (Q3121504) (← links)
- Numerical Study of Conformable Space and Time Fractional Fokker–Planck Equation via CFDT Method (Q3300000) (← links)
- Correlated continuous-time random walks—scaling limits and Langevin picture (Q3301355) (← links)
- Analytic solution to space-fractional Fokker–Planck equations for tempered-stable Lévy distributions with spatially linear, time-dependent drift (Q4603655) (← links)
- Coupled continuous time-random walks in quenched random environment (Q4964470) (← links)
- Long range dependence for stable random processes (Q4997693) (← links)
- Reaction-Subdiffusion Equations with Species-Dependent Movement (Q5018870) (← links)
- Discrete-time orthogonal spline collocation method for a modified anomalous diffusion equation (Q5031221) (← links)
- Subdiffusive search with home returns via stochastic resetting: a subordination scheme approach (Q5049655) (← links)
- Tempered fractionally integrated process with stable noise as a transient anomalous diffusion model (Q5049923) (← links)
- Fractionally Integrated Moving Average Stable Processes With Long-Range Dependence (Q5093983) (← links)
- Generalized Continuous Time Random Walks, Master Equations, and Fractional Fokker--Planck Equations (Q5264052) (← links)
- Fractional Euler Limits and their Applications (Q5346775) (← links)
- Solving Multidimensional Fractional Fokker--Planck Equations via Unbiased Density Formulas for Anomalous Diffusion Processes (Q5364197) (← links)
