Fractional normal inverse Gaussian diffusion

Statistics and Probability Letters

Volumn 81, Issue 1, 2011, Pages 146-152

  Kumar, A ^a   Meerschaert, Mark M ^b   Vellaisamy, P ^a  

^a INDIAN INSTITUTE OF TECHNOLOGY BOMBAY   (India)

^b MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

Continuous time random walk; Fractional Brownian motion; Normal inverse Gaussian process; Subordination

Indexed keywords

EID: 78549282374     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2010.10.007     Document Type: Article

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