Beyond the triangle: Brownian motion, Ito calculus, and Fokker-Planck equation: fractional generalizations

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Author(s): Hahn, Marjorie G.; Kobayashi, Kei; Umarov, Sabir
Publisher: World Scientific
Year: 2017

Language: English
Pages: 177
Tags: Mouvement brownien, Processus de.;Fokker-Planck, Équation de.;Équations différentielles stochastiques.;Brownian motion processes.;Fokker-Planck equation.;Stochastic differential equations.