搜索结果: 1-1 共查到“数理逻辑与数学基础 Gaussian processes”相关记录1条 . 查询时间(0.091 秒)
On time-changed Gaussian processes and their associated Fokker-Planck-Kolmogorov equations
Gaussian processes Fokker-Planck-Kolmogorov equations
2010/11/18
This paper establishes Fokker-Planck-Kolmogorov type equations for time-changed Gaussian processes. Examples include those equations for a time-changed fractional Brownian motion with time-dependent ...