Fokker–Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes

✍ Scribed by Gajda, Janusz; Wyłomańska, Agnieszka

• Book ID: 121736816
• Publisher: Elsevier Science
• Year: 2014
• Tongue: English
• Weight: 472 KB
• Volume: 405
• Category: Article
• ISSN: 0378-4371
• DOI: 10.1016/j.physa.2014.03.016