Fractional normal inverse Gaussian diffusion (Q618023)
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scientific article; zbMATH DE number 5836646
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional normal inverse Gaussian diffusion |
scientific article; zbMATH DE number 5836646 |
Statements
Fractional normal inverse Gaussian diffusion (English)
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14 January 2011
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continuous time random walk
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fractional Brownian motion
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normal inverse Gaussian process
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subordination
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