Hahn, Marjorie G.
- On time-changed Gaussian processes and their associated Fokker-Planck-Kolmogorov equations
2010/11/10 by Marjorie G. Hahn, Kei Kobayashi, Hahn, Marjorie G. +5 · 1 citation
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #35Q84 (Primary) #60G15 #60G22 (Secondary) #FOS: Mathematics #Fractional Differential Equations Solutions #Probability (math.PR) #Statistical Mechanics and Entropy #Stochastic processes and financial applications