Time-squeezing and time-expanding transformations in harmonic force fields
type: Item
instance of: scholarly article
title: Time-squeezing and time-expanding transformations in harmonic force fields
zbMATH Open document ID: 1546.82053
DOI: 10.1063/5.0054330
author: Yue He
author: Reiichiro Kawai
published in: Chaos
publication date: 2024-06-17T00:00:00Z
Mathematics Subject Classification ID: 82C70
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 35Q84
Mathematics Subject Classification ID: 60K50
zbMATH DE Number: 7866700
MaRDI profile type: Publication
cites work: Diffusion Equation and Stochastic Processes
cites work: Cusping, transport and variance of solutions to generalized Fokker–Planck equations
cites work: Solving Multidimensional Fractional Fokker--Planck Equations via Unbiased Density Formulas for Anomalous Diffusion Processes
cites work: Optimal statistical inference for subdiffusion processes
cites work: Q3687624
cites work: Q4093255
cites work: The Brownian movement and stochastic equations
cites work: Time-changed Ornstein–Uhlenbeck process
cites work: Q4002114
cites work: On the likelihood function of small time variance Gamma Lévy processes
cites work: Computation of Greeks and Multidimensional Density Estimation for Asset Price Models with Time-Changed Brownian Motion
cites work: Generalized mittag-leffler function and generalized fractional calculus operators
cites work: Inverse tempered stable subordinators
cites work: TIME‐CHANGED ORNSTEIN–UHLENBECK PROCESSES AND THEIR APPLICATIONS IN COMMODITY DERIVATIVE MODELS
cites work: Option Pricing in Some Non-Lévy Jump Models
cites work: The random walk's guide to anomalous diffusion: A fractional dynamics approach
cites work: The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics
cites work: Q4937701
cites work: On the theory of the Brownian motion.
cites work: An equilibrium characterization of the term structure
cites work: Asymptotic degeneracy and subdiffusivity
description: scientific article; zbMATH DE number 7866700