Asymptotics for time-changed diffusions
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Publication:4606858
DOI10.1090/tpms/1021zbMath1390.60295arXiv1609.09674OpenAlexW2963250796WikidataQ130179377 ScholiaQ130179377MaRDI QIDQ4606858
Mirko D'Ovidio, Raffaela Capitanelli
Publication date: 9 March 2018
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.09674
Boundary value problems for second-order elliptic equations (35J25) Brownian motion (60J65) Boundary theory for Markov processes (60J50)
Related Items (2)
Fractional equations via convergence of forms ⋮ Critical parameters for reaction-diffusion equations involving space-time fractional derivatives
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