A carregar...

Correlation Structure of Fractional Pearson Diffusions

The stochastic solution to a diffusion equations with polynomial coefficients is called a Pearson diffusion. If the first time derivative is replaced by a Caputo fractional derivative of order less than one, the stochastic solution is called a fractional Pearson diffusion. This paper develops an exp...

ver descrição completa

Na minha lista:
Detalhes bibliográficos
Main Authors: Leonenko, Nikolai N., Meerschaert, Mark M., Sikorskii, Alla
Formato: Artigo
Idioma:Inglês
Publicado em: 2013
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC3786196/
https://ncbi.nlm.nih.gov/pubmed/24089586
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.camwa.2013.01.009
Tags: Adicionar Tag
Sem tags, seja o primeiro a adicionar uma tag!