Fokker–Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes
Year of publication: |
2014
|
---|---|
Authors: | Gajda, Janusz ; Wyłomańska, Agnieszka |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 405.2014, C, p. 104-113
|
Publisher: |
Elsevier |
Subject: | Subordination | Fractional Brownian motion | Fokker–Planck equations | Accelerating-subdiffusion |
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