51 citations · 164 across the 12 of their papers we have counts for
1 paper · 2 filters
Marjorie G. Hahn, Kei Kobayashi, Jelena Ryvkina +1
This paper establishes Fokker-Planck-Kolmogorov type equations for time-changed Gaussian processes. Examples include those equations for a time-changed fractional Brownian motion w…