α-time fractional Brownian motion: PDE connections and local times

Author: Nane Erkan   Wu Dongsheng   Xiao Yimin  

Publisher: Edp Sciences

E-ISSN: 1262-3318|16|issue|1-24

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.16, Iss.issue, 2012-03, pp. : 1-24

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Abstract