Hahn, Marjorie; Kobayashi, Kei; Umarov, Sabir SDEs driven by a time-changed Lévy process and their associated time-fractional order pseudo-differential equations. (English) Zbl 1255.60064 J. Theor. Probab. 25, No. 1, 262-279 (2012). Reviewer: Rudolf Gorenflo (Berlin) MSC: 60G22 60H10 35S10 60G51 35R11 26A33 PDFBibTeX XMLCite \textit{M. Hahn} et al., J. Theor. Probab. 25, No. 1, 262--279 (2012; Zbl 1255.60064) Full Text: DOI arXiv
Hahn, Marjorie; Umarov, Sabir Fractional Fokker-Planck-Kolmogorov type equations and their associated stochastic differential equations. (English) Zbl 1273.35293 Fract. Calc. Appl. Anal. 14, No. 1, 56-79 (2011). MSC: 35R11 35-02 35R60 60H10 82C31 35Q84 PDFBibTeX XMLCite \textit{M. Hahn} and \textit{S. Umarov}, Fract. Calc. Appl. Anal. 14, No. 1, 56--79 (2011; Zbl 1273.35293) Full Text: DOI Link
Hahn, Marjorie G.; Kobayashi, Kei; Umarov, Sabir Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion. (English) Zbl 1218.60030 Proc. Am. Math. Soc. 139, No. 2, 691-705 (2011). MSC: 60G22 35Q84 PDFBibTeX XMLCite \textit{M. G. Hahn} et al., Proc. Am. Math. Soc. 139, No. 2, 691--705 (2011; Zbl 1218.60030) Full Text: DOI arXiv