most citedSub-diffusion processes in Hilbert space and their associated stochastic differential equations and Fokker-Planck-Kolmogorov equations

3 citations · 3 across the 1 of their papers we have counts for

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1 paper

math.PR2016★ 3 cited

Sub-diffusion processes in Hilbert space and their associated stochastic differential equations and Fokker-Planck-Kolmogorov equations

Lise Chlebak, Patricia Garmirian, Qiong Wu

This paper focuses on the time-changed Q-Wiener process, a Hilbert space-valued sub-diffusion. It is a martingale with respect to an appropriate filtration, hence a stochastic inte…