most citedHeavy-tailed fractional Pearson diffusions

13 citations · 13 across the 1 of their papers we have counts for

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1 paper

math.PR2017★ 13 cited

Heavy-tailed fractional Pearson diffusions

Nikolai N. Leonenko, Ivan Papić, Alla Sikorskii +1

We define heavy-tailed fractional reciprocal gamma and Fisher-Snedecor diffusions by a non-Markovian time change in the corresponding Pearson diffusions. Pearson diffusions are gov…