most citedFractional diffusion equations and processes with randomly varying time

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math.PR2010

Equations of Mathematical Physics and Compositions of Brownian and Cauchy processes

Luisa Beghin, Enzo Orsingher, Lyudmyla Sakhno

We consider different types of processes obtained by composing Brownian motion , fractional Brownian motion and Cauchy processes in different manners. We…