OpenAlex | SDEs Driven by a Time-Changed Lévy Process and Their Associated Time-Fractional Order Pseudo-Differential Equations

SDEs Driven by a Time-Changed Lévy Process and Their Associated Time-Fractional Order Pseudo-Differential Equations

Work

Year: 2010

Type: article

Source: Journal of Theoretical Probability

Authors Marjorie G. Hahn, Kei Kobayashi, Sabir Umarov

Institution Tufts University

Cites: 47

Cited by: 50

Related to: 10

FWCI: 2.677

Citation percentile (by year/subfield): 88.97

Topic: Fractional Differential Equations Solutions

Subfield: Modeling and Simulation

Field: Mathematics

Domain: Physical Sciences

Open Access status: green