Beyond the Triangle

DOI10.1142/10734zbMath1403.60001OpenAlexW4246672086MaRDI QIDQ4606537

Kei Kobayashi, Marjorie G. Hahn, Sabir R. Umarov

Publication date: 8 March 2018

Full work available at URL: https://doi.org/10.1142/10734

zbMATH Keywords

stochastic differential equationsubordinationFokker-Planck equationfractional Brownian motionBrownian motionsubordinatorfractional calculusLévy processmaster equationMittag-Leffler functionsKolmogorov equationinverse subordinatortime-changeinverse subordination

Mathematics Subject Classification ID

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) Fractional partial differential equations (35R11) Fokker-Planck equations (35Q84)

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