Fractional Brownian motions ruled by nonlinear equations

Garra, R, Issoglio, E orcid.org/0000-0003-3035-2712 and Taverna, GS (2020) Fractional Brownian motions ruled by nonlinear equations. Applied Mathematics Letters, 102. 106160. ISSN 0893-9659

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Copyright, Publisher and Additional Information: © 2019 Elsevier Ltd. All rights reserved. This is an author produced version of an article published in Applied Mathematics Letters. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Fractional Brownian motions; Iterated fractional Brownian motions; Fractional integrals and derivatives; Nonlinear fractional equations; Time-dependent diffusion coefficient
Dates:
  • Published: April 2020
  • Accepted: 25 November 2019
  • Published (online): 29 November 2019
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Maths and Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 04 Dec 2019 12:42
Last Modified: 06 Jan 2020 09:13
Status: Published
Publisher: Elsevier
Identification Number: https://doi.org/10.1016/j.aml.2019.106160
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