Feynman-Kac formula for tempered fractional general diffusion equations driven by TFBM

DOI10.1080/07362994.2024.2410310MaRDI QIDQ6668708

Lijuan Zhang, Yejuan Wang

Publication date: 22 January 2025

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Continuous-time Markov processes on general state spaces (60J25) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Stable stochastic processes (60G52) Fractional partial differential equations (35R11)

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