Weak error for Continuous Time Markov Chains related to fractional in time P(I)DEs

Author:

Kelbert M.,Konakov V.,Menozzi S.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference41 articles.

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2. The probabilistic point of view on the generalized fractional partial differential equations;Fractional Calculus and Applied Analysis;2019-06-01

3. Heavy-tailed fractional Pearson diffusions;Stochastic Processes and their Applications;2017-11

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