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Time-non-local Pearson diffusions - MaRDI portal

Time-non-local Pearson diffusions (Q2034638)

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Time-non-local Pearson diffusions
scientific article

    Statements

    title
    Time-non-local Pearson diffusions (English)
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    author
    Enrica Pirozzi
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    Giacomo Ascione
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    Nikolai N. Leonenko
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    publication date
    22 June 2021
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    zbMATH Keywords
    subordinator
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    Bernstein functions
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    classical orthogonal polynomials
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    spectral decomposition
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    fractional diffusions
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    time-non-local advection-diffusion equation
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    cites work
    Q5558293
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    Q4681938
    0 references
    Q2866535
    0 references
    Q4438546
    0 references
    Long-Memory Processes
    0 references
    Q4888858
    0 references
    Q4941947
    0 references
    Stochastic Processes
    0 references
    Q4150962
    0 references
    Q3254057
    0 references
    Fractional motions
    0 references
    Q3084822
    0 references
    Q5703969
    0 references
    Q5699297
    0 references
    Q4226355
    0 references
    Q5526189
    0 references
    Q5508372
    0 references
    Q5777281
    0 references
    Q5514887
    0 references

    Identifiers

    Mathematics Subject Classification ID
    35R11
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    60K15
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    60J60
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    zbMATH DE Number
    7362038
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    OpenAlex ID
    W3168179223
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    arXiv ID
    2009.12086
    0 references
     
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