Iterated elastic Brownian motions and fractional diffusion equations

DOI10.1016/j.spa.2008.10.001zbMath1226.60107OpenAlexW2074591280MaRDI QIDQ1019619

Luisa Beghin, Enzo Orsingher

Publication date: 4 June 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2008.10.001

zbMATH Keywords

Mittag-Leffler functionsfractional diffusion equationselastic Brownian motioniterated Brownian motions

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Special processes (60K99) Diffusion processes (60J60) Mittag-Leffler functions and generalizations (33E12)

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