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Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion - MaRDI portal

Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion (Q3082335)

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Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion
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    Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion (English)
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    10 March 2011
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    fractional Brownian motion
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    Fokker-Plank-Kolmogorov equation
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    governing equation
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    stable subordinator
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    time change
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