Fractional Brownian motions ruled by nonlinear equations

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



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
  • Accepted: 25 November 2019
  • Published (online): 29 November 2019
  • Published: April 2020
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 04 Dec 2019 12:42
Last Modified: 29 Nov 2020 01:39
Status: Published
Publisher: Elsevier
Identification Number:
Related URLs: