Speaker
Mr
Ivan Papić
(Department of Mathematics, J.J. Strossmayer University of Osijek)
Description
We define heavy-tailed fractional reciprocal gamma and Fisher-Snedecor diffusions by a non-Markovian time change in the corresponding Pearson diffusions. We illustrate known theoretical results regarding these fractional diffusions via simulations.
Primary author
Mr
Ivan Papić
(Department of Mathematics, J.J. Strossmayer University of Osijek)
Co-authors
Prof.
Alla Sikorskii
(Department of Statistics and Probability, Michigan State University)
Prof.
Nenad Šuvak
(Department of Mathematics, J.J. Strossmayer University of Osijek)
Prof.
Nikolai N. Leonenko
(School of Mathematics, Cardiff University)
