Mark M. Meerschaert
- Fractional Pearson diffusions
2013/02/28 by Nikolai N. Leonenko, Nikolai Leonenko, Mark M. Meerschaert +1 · 5 citations
Mathematics · #Fractional Differential Equations Solutions #Mathematical functions and polynomials #Nonlinear Differential Equations Analysis
- Tempered fractional Brownian motion
2013/06/22 by Mark M. Meerschaert, Farzad Sabzikar · 2 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Financial Risk and Volatility Modeling #Stochastic processes and financial applications
- Tempered stable laws as random walk limits
2011/02/03 by Arijit Chakrabarty, Mark M. Meerschaert · 1 citation
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Theoretical and Computational Physics
- The fractional d'Alembert's formulas
2018/08/21 by Chenggang Li, Miao Li, Li, Cheng-Gang +5 · 1 citation
Mathematics · #FOS: Mathematics #Fractional Differential Equations Solutions #Functional Analysis (math.FA) #Mathematical functions and polynomials #Nonlinear Differential Equations Analysis