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Heavy-tailed fractional Pearson diffusions
We define heavy-tailed fractional reciprocal gamma and Fisher-Snedecor diffusions by a non-Markovian time change in the corresponding Pearson diffusions. Pearson diffusions are governed by the backward Kolmogorov equations with space-varying polynomial coefficients and are widely used in application...
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| Published in: | Stoch Process Their Appl |
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| Main Authors: | , , , |
| Format: | Artigo |
| Language: | Inglês |
| Published: |
2017
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| Subjects: | |
| Online Access: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5626480/ https://ncbi.nlm.nih.gov/pubmed/28989225 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.spa.2017.03.004 |
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