First passage times for some classes of fractional time-changed diffusions
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DOI: 10.1080/07362994.2021.1953386
Abstract: We consider some time-changed diffusion processes obtained by applying the Doob transformation rule to a time-changed Brownian motion. The time-change is obtained via the inverse of an α-stable subordinator. These processes are specified in terms… read more here.
Keywords: time changed; time; fractional time; first passage ... See more keywords