Variance Gamma (nonlocal) equations
Some equations are provided for the Variance Gamma process using the definition other than that based on a time-changed Brownian motion. A new nonlocal equation is obtained involving generalized Weyl derivatives, which is true even in the drifted case. The connection to special functions is in focus...
محفوظ في:
| المؤلف الرئيسي: | |
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| التنسيق: | Artigo |
| اللغة: | Inglês |
| منشور في: |
VTeX
2023-09-01
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| سلاسل: | Modern Stochastics: Theory and Applications |
| الموضوعات: | |
| الوصول للمادة أونلاين: | https://www.vmsta.org/doi/10.15559/23-VMSTA232 |
| الوسوم: |
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