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
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    Q2866535
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    Q4438546
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    Long-Memory Processes
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    Q4888858
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    Q4941947
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    Stochastic Processes
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    Q4150962
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    Q3254057
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    Fractional motions
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    Q3084822
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    Q5703969
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    Q5699297
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    Q4226355
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    Q5526189
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    Q5508372
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    Q5777281
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    Q5514887
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    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
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