Pages that link to "Item:Q734633"
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The following pages link to Stochastic representation of subdiffusion processes with time-dependent drift (Q734633):
Displayed 50 items.
- Small ball probabilities for a class of time-changed self-similar processes (Q273717) (← links)
- Stochastic solution of fractional Fokker-Planck equations with space-time-dependent coefficients (Q281856) (← links)
- Maximum principle for controlled fractional Fokker-Planck equations (Q318687) (← 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)
- Variational time-fractional mean field games (Q778097) (← links)
- Black-Scholes formula in subdiffusive regime (Q841145) (← links)
- Anomalous diffusion in nonhomogeneous media: power spectral density of signals generated by time-subordinated nonlinear Langevin equations (Q1618773) (← links)
- A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: applications in finance (Q1620012) (← links)
- Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system (Q1620056) (← links)
- Fractional Brownian motion time-changed by gamma and inverse gamma process (Q1620341) (← links)
- Pricing of basket options in subdiffusive fractional Black-Scholes model (Q1677776) (← links)
- Numerical solution for fractional model of Fokker-Planck equation by using q-HATM (Q1694539) (← links)
- Fokker-Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes (Q1782803) (← links)
- Pricing european option under the time-changed mixed Brownian-fractional Brownian model (Q1782839) (← links)
- Stochastic stability of fractional Fokker-Planck equation (Q1782956) (← links)
- Modeling anomalous diffusion by a subordinated integrated Brownian motion (Q1798476) (← links)
- Estimates of perturbation series for kernels (Q1935527) (← links)
- Fractional Fokker-Planck equation with space and time dependent drift and diffusion (Q1938842) (← links)
- Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations (Q1986138) (← links)
- Parameter estimation for one-sided heavy-tailed distributions (Q2006758) (← links)
- Strong approximation of time-changed stochastic differential equations involving drifts with random and non-random integrators (Q2045167) (← links)
- CDS pricing with fractional Hawkes processes (Q2060433) (← links)
- Option pricing of geometric Asian options in a subdiffusive Brownian motion regime (Q2129903) (← links)
- On the fractional model of Fokker-Planck equations with two different operator (Q2132779) (← links)
- Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model (Q2161063) (← links)
- Fractional Hawkes processes (Q2164927) (← links)
- Option pricing in illiquid markets: a fractional jump-diffusion approach (Q2195887) (← links)
- Quenched trap model for Lévy flights (Q2198548) (← links)
- Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations (Q2216486) (← links)
- Stochastic representation and Monte Carlo simulation for multiterm time-fractional diffusion equation (Q2246509) (← links)
- Comment on fractional Fokker-Planck equation with space and time dependent drift and diffusion (Q2249262) (← links)
- Relaxation patterns and semi-Markov dynamics (Q2274284) (← links)
- Lévy mixing related to distributed order calculus, subordinators and slow diffusions (Q2352873) (← links)
- Langevin picture of subdiffusion with infinitely divisible waiting times (Q2390967) (← links)
- Large deviations for subordinated Brownian motion and applications (Q2453887) (← links)
- Asymptotic properties and numerical simulation of multidimensional Lévy walks (Q2513844) (← links)
- Equivalence of subordinated processes with tempered \(\alpha\)-stable waiting times and fractional Fokker-Planck equations in space and time dependent fields (Q2516087) (← links)
- Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients (Q2633871) (← links)
- Strong approximation of non-autonomous time-changed McKean-Vlasov stochastic differential equations (Q2685800) (← links)
- Stochastic representation of a fractional subdiffusion equation. The case of infinitely divisible waiting times, Lévy noise and space-time-dependent coefficients (Q2790283) (← links)
- A fractional Fokker-Planck control framework for subdiffusion processes (Q2808498) (← links)
- Asymptotic behaviour of random walks with correlated temporal structure (Q2831310) (← links)
- Asymptotic properties of Brownian motion delayed by inverse subordinators (Q2944801) (← links)
- Long-memory Gaussian processes governed by generalized Fokker-Planck equations (Q3121504) (← links)
- Correlated continuous-time random walks—scaling limits and Langevin picture (Q3301355) (← links)
- Modeling anomalous diffusion by a subordinated fractional Lévy-stable process (Q3301617) (← links)
- The subordinated processes controlled by a family of subordinators and corresponding Fokker–Planck type equations (Q3301826) (← links)
- Coupled continuous time-random walks in quenched random environment (Q4964470) (← links)
- Cusping, transport and variance of solutions to generalized Fokker–Planck equations (Q4977133) (← links)