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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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Détails bibliographiques
Auteurs principaux: Leonenko, Nikolai N., Meerschaert, Mark M., Sikorskii, Alla
Format: Artigo
Langue:Inglês
Publié: 2013
Sujets:
Accès en ligne: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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