Variance gamma (nonlocal) equations

DOI10.15559/23-vmsta232arXiv2210.09816OpenAlexW4387028384MaRDI QIDQ6067093

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Publication date: 16 November 2023

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2210.09816

zbMATH Keywords

fractional calculusnonlocal equationsvariance gamma processgamma subordinator

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional ordinary differential equations (34A08)

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