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anomalous diffusion 1non-local equations 1option pricing 1subordinators 1time-changed processes 1

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math.PR2026

Time-changed Markov processes and space-time coupled non-local equations

Giacomo Ascione, Enrico Scalas, Bruno Toaldo +1

The paper develops a theory for coupled space‑time non‑local equations, proving existence, uniqueness and a maximum principle, and represents solutions via time‑changed stochastic…