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Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology - MaRDI portal

Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology (Q777158)

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scientific article; zbMATH DE number 7217655
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Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology
scientific article; zbMATH DE number 7217655

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    Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology (English)
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    3 July 2020
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    fractional diffusion approximation
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    Skorokhod topology
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    fractional diffusions
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    correlated continuous time random walks
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    Markov chains
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    Pearson diffusions
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