Pages that link to "Item:Q2390967"

The following pages link to Langevin picture of subdiffusion with infinitely divisible waiting times (Q2390967):

Displaying 44 items.

• Stochastic solution of fractional Fokker-Planck equations with space-time-dependent coefficients (Q281856) (← links)
• From particles scale to anomalous or classical convection-diffusion models with path integrals (Q371120) (← links)
• Langevin picture of Lévy walks and their extensions (Q425196) (← links)
• Geometric Brownian motion with tempered stable waiting times (Q452033) (← links)
• Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times (Q548121) (← links)
• Option pricing in subdiffusive Bachelier model (Q650194) (← links)
• Fokker-Planck equation for a metastable time dependent potential (Q743423) (← links)
• Black-Scholes formula in subdiffusive regime (Q841145) (← links)
• Transport of magnetic bright points on the sun. Analysis of subdiffusion scenarios (Q1037261) (← links)
• Anomalous diffusion in nonhomogeneous media: power spectral density of signals generated by time-subordinated nonlinear Langevin equations (Q1618773) (← links)
• Explicit form of the first-passage-time density for accelerating subdiffusion (Q1619176) (← links)
• Fractional Brownian motion time-changed by gamma and inverse gamma process (Q1620341) (← links)
• Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators (Q1739376) (← 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)
• Modeling anomalous diffusion by a subordinated integrated Brownian motion (Q1798476) (← links)
• Parameter estimation for one-sided heavy-tailed distributions (Q2006758) (← links)
• Duality of fractional systems (Q2038124) (← links)
• Strong approximation of time-changed stochastic differential equations involving drifts with random and non-random integrators (Q2045167) (← links)
• Moment-based estimation for parameters of general inverse subordinator (Q2069194) (← 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)
• Characterizing anomalous diffusion by studying displacements (Q2299870) (← links)
• Large deviations for subordinated Brownian motion and applications (Q2453887) (← links)
• Equivalence of subordinated processes with tempered \(\alpha\)-stable waiting times and fractional Fokker-Planck equations in space and time dependent fields (Q2516087) (← links)
• Diffusion and Fokker-Planck-Smoluchowski equations with generalized memory kernel (Q2517205) (← links)
• Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients (Q2633871) (← links)
• From the Langevin equation to the fractional Fokker-Planck equation (Q2722394) (← 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)
• Models for characterizing the transition among anomalous diffusions with different diffusion exponents (Q3119977) (← links)
• Correlated continuous-time random walks—scaling limits and Langevin picture (Q3301355) (← links)
• The tempered stable process with infinitely divisible inverse subordinators (Q3301420) (← links)
• Rotational invariance of stochastic processes with application to fractional dynamics (Q3301760) (← links)
• The subordinated processes controlled by a family of subordinators and corresponding Fokker–Planck type equations (Q3301826) (← links)
• Time-averaged mean squared displacement ratio test for Gaussian processes with unknown diffusion coefficient (Q5011744) (← links)
• Subdiffusive fractional Black–Scholes model for pricing currency options under transaction costs (Q5193257) (← links)
• Feynman–Kac equation for anomalous processes with space- and time-dependent forces (Q5267834) (← links)
• Empirical anomaly measure for finite-variance processes (Q5876329) (← links)
• Confined random motion with Laplace and Linnik statistics (Q5876397) (← links)
• Langevin picture of subdiffusive particles under the joint influence of an expanding medium and an external constant force (Q6140174) (← links)
• Parameter estimation of the fractional Ornstein-Uhlenbeck process based on quadratic variation (Q6552811) (← links)
• Langevin picture of subdiffusion in nonuniformly expanding medium (Q6553200) (← links)