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pro vyhledávání: '"Fausto Colantoni"'
Autor:
Fausto Colantoni
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 10, Iss 4, Pp 413-424 (2023)
Some equations are provided for the Variance Gamma process using the definition other than that based on a time-changed Brownian motion. A new nonlocal equation is obtained involving generalized Weyl derivatives, which is true even in the drifted cas
Externí odkaz:
https://doaj.org/article/6b1f82aa96f7484f8de80f08a1e82e83
Autor:
Fausto Colantoni, Mirko D’Ovidio
Publikováno v:
Stochastic Analysis and Applications. :1-26
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::262a8b3da50ff3fb649982b27a251034
https://doi.org/10.1080/07362994.2022.2108450
https://doi.org/10.1080/07362994.2022.2108450