collaborators

1 paper

math.PR2010

On time-changed Gaussian processes and their associated Fokker-Planck-Kolmogorov equations

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…