$α$-Time Fractional Brownian Motion: PDE Connections and Local Times

Details $α$-Time Fractional Brownian Motion: PDE Connections and Local Times $α$-Time Fractional Brownian Motion: PDE Connections and Local Times

2009-11-02

arxiv.org/abs/0911.0357v3

Mathematics

Probability

29 pages, typos corrected in section 2

Scientific paper

For $0<\alpha \leq 2$ and $0

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