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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...
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| Autori principali: | , , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
2013
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| Soggetti: | |
| Accesso online: | 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 |
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