Fractional Pearson diffusions

Journal of Mathematical Analysis and Applications

Volumn 403, Issue 2, 2013, Pages 532-546

  Leonenko, Nikolai N ^a   Meerschaert, Mark M ^b   Sikorskii, Alla ^b  

^a CARDIFF UNIVERSITY   (United Kingdom)

^b MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

Eigenfunction expansion; Fractional derivative; Hitting time; Mittag Leffler function; Pearson diffusion; Stable process

Indexed keywords

EID: 84936847014     PISSN: 0022247X     EISSN: 10960813     Source Type: Journal    
DOI: 10.1016/j.jmaa.2013.02.046     Document Type: Article

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