Long-memory Gaussian processes governed by generalized Fokker-Planck equations
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Publication:3121504
zbMath1488.60081arXiv1810.12011MaRDI QIDQ3121504
Publication date: 18 March 2019
Full work available at URL: https://arxiv.org/abs/1810.12011
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60) Fractional ordinary differential equations (34A08)
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