Heavy-tailed fractional Pearson diffusions
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DOI: 10.1016/j.spa.2017.03.004
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- Giacomo Ascione & Nikolai Leonenko & Enrica Pirozzi, 2022. "Non-local Solvable Birth–Death Processes," Journal of Theoretical Probability, Springer, vol. 35(2), pages 1284-1323, June.
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Keywords
Fractional diffusion; Fractional backward Kolmogorov equation; Hypergeometric function; Mittag-Leffler function; Pearson diffusion; Spectral representation; Transition density; Whittaker function;All these keywords.
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