Calibration of the Subdiffusive Arithmetic Brownian Motion with Tempered Stable Waiting-Times

Journal of Statistical Physics

Volumn 143, Issue 3, 2011, Pages 447-454

  Orzeł, Sebastian ^a   Wyłomańska, Agnieszka ^a  

^a WROCLAW UNIVERSITY OF TECHNOLOGY   (Poland)

Author keywords

Calibration; Subdiffusion; Tempered stable distribution

Indexed keywords

EID: 79955789462     PISSN: 00224715     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10955-011-0191-1     Document Type: Article

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