Book review of: S. Umarov et al., Beyond the triangle: Brownian motion, Itô calculus, and Fokker-Planck equation: fractional generalization
DOI10.1515/FCA-2018-0017zbMath1417.00040OpenAlexW2915223246WikidataQ129690968 ScholiaQ129690968MaRDI QIDQ1799737
Publication date: 19 October 2018
Published in: Fractional Calculus \& Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/fca-2018-0017
Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Markov renewal processes, semi-Markov processes (60K15) Stable stochastic processes (60G52) Transition functions, generators and resolvents (60J35) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) External book reviews (00A17) Fractional partial differential equations (35R11) Fokker-Planck equations (35Q84)
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