Geometric Brownian Motion with Tempered Stable Waiting Times
Author:
Publisher
Springer Science and Business Media LLC
Subject
Mathematical Physics,Statistical and Nonlinear Physics
Link
http://link.springer.com/content/pdf/10.1007/s10955-012-0537-3.pdf
Reference27 articles.
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5. Gajda, J., Magdziarz, M.: Fractional Fokker-Planck equation with tempered alpha-stable waiting times. Langevin picture and computer simulation. Phys. Rev. E 82, 011117 (2010)
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