Time-changed Ornstein-Uhlenbeck process
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Analysis of variance and covariance (ANOVA) (62J10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fokker-Planck equations (35Q84) Fractional partial differential equations (35R11) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
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- Non-local solvable birth-death processes
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- Commutative and associative properties of the Caputo fractional derivative and its generalizing convolution operator
- Fractional immigration-death processes
- Least squares estimator for a class of subdiffusion processes
- Explicit representation of characteristic function of tempered α‐stable Ornstein–Uhlenbeck process
- Tempered relaxation equation and related generalized stable processes
- Time-changed fractional Ornstein-Uhlenbeck process
- Integro-differential equations linked to compound birth processes with infinitely divisible addends
- Time-non-local Pearson diffusions
- The Fokker-Planck equation for the time-changed fractional Ornstein-Uhlenbeck stochastic process
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- Long-memory Gaussian processes governed by generalized Fokker-Planck equations
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