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

paper · doi:10.1016/j.jmaa.2013.02.046

Cited by

• Mittag-Leffler functions and convex ordering
• Numerical solution of the time fractional Black–Scholes model governing European options
• The Fokker-Planck equation for the time-changed fractional Ornstein-Uhlenbeck process
• Fractional Bessel Process with Constant Drift: Spectral Analysis and Queueing Applications
• Heavy-tailed fractional Pearson diffusions. [europepmc]