Magdziarz, Marcin Stochastic representation of subdiffusion processes with time-dependent drift. (English) Zbl 1180.60051 Stochastic Processes Appl. 119, No. 10, 3238-3252 (2009). Reviewer: Jordan M. Stoyanov (Newcastle upon Tyne) MSC: 60H10 60G99 60G52 × Cite Format Result Cite Review PDF Full Text: DOI
Magdziarz, Marcin Black-Scholes formula in subdiffusive regime. (English) Zbl 1173.82026 J. Stat. Phys. 136, No. 3, 553-564 (2009). MSC: 82C31 91G80 60J65 91G20 × Cite Format Result Cite Review PDF Full Text: DOI
Magdziarz, Marcin Langevin picture of subdiffusion with infinitely divisible waiting times. (English) Zbl 1177.82101 J. Stat. Phys. 135, No. 4, 763-772 (2009). Reviewer: Piotr Garbaczewski (Opole) MSC: 82C70 82C31 60E07 60F05 60K37 60G52 65C30 26A33 46F12 × Cite Format Result Cite Review PDF Full Text: DOI