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Schertzer, D.

  1. Fractional Fokker-Planck Equation for Nonlinear Stochastic Differential Equations Driven by Non-Gaussian Levy Stable Noises
    1999/11/30 by D. Schertzer, M. Larchevêque, Schertzer, D. +7 · 1 citation
    Economics, Econometrics and Finance · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #Chaotic Dynamics (nlin.CD) #FOS: Physical sciences #Statistical Mechanics and Entropy #Stochastic processes and financial applications #chao-dyn #nlin.CD