Time-fractional geometric Brownian motion from continuous time random walks

DOI10.1016/j.physa.2019.04.238OpenAlexW2937695370MaRDI QIDQ2160097

B. I. Henry, A. V. McGann, Christopher Angstmann

Publication date: 2 August 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2019.04.238

zbMATH Keywords

anomalous diffusiongeometric Brownian motionfractional Fokker-Planck equationsubdiffusioncontinuous time random walks

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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Cites Work

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