The following pages link to (Q5359835):
Displaying 5 items.
- Fokker-Planck type equations associated with subordinated processes controlled by tempered \(\alpha \)-stable processes (Q372914) (← links)
- Modeling anomalous diffusion by a subordinated integrated Brownian motion (Q1798476) (← links)
- Simulation of stochastic differential equation of geometric Brownian motion by quasi-Monte Carlo method and its application in prediction of total index of stock market and value at risk (Q1992174) (← links)
- A weighted finite difference method for subdiffusive Black-Scholes model (Q2194785) (← links)
- Weak and strong discrete-time approximation of fractional SDEs (Q2257577) (← links)
