On time-changed Gaussian processes and their associated Fokker-Planck-Kolmogorov equations (Q638258)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On time-changed Gaussian processes and their associated Fokker-Planck-Kolmogorov equations |
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On time-changed Gaussian processes and their associated Fokker-Planck-Kolmogorov equations (English)
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9 September 2011
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time-change
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inverse subordinator
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Gaussian process
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Fokker-Planck equation
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Kolmogorov equation
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fractional Brownian motion
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time-dependent Hurst parameter
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Volterra process
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