The Fokker–Planck equation for the time-changed fractional Ornstein–Uhlenbeck stochastic process (Q5094465)
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scientific article; zbMATH DE number 7566837
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Fokker–Planck equation for the time-changed fractional Ornstein–Uhlenbeck stochastic process |
scientific article; zbMATH DE number 7566837 |
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The Fokker–Planck equation for the time-changed fractional Ornstein–Uhlenbeck stochastic process (English)
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3 August 2022
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Bernstein functions
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Caputo-type derivative
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fractional Brownian motion
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generalized Fokker-Planck equation
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inverse subordinator
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