Space–Time Fractional Equations and the Related Stable Processes at Random Time
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s10959-015-0641-9.pdf
Reference19 articles.
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3. Benachour, S., Roynette, B., Vallois, P.: Explicit solutions of some fourth order partial differential equations via iterated Brownian motion. In: Seminar on Stochastic Analysis, Random Fields and Applications, Ascona, 1996. Progress in Probability, vol. 45, pp. 39–61 (1999)
4. Bochner, S.: Diffusion equation and stochastic processes. Proc. Nat. Acad. Sci. USA 35, 368–370 (1949)
5. DeBlassie, R.D.: Iterated Brownian motion in an open set. Ann. Appl. Probab. 14, 1529–1558 (2004)
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