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The Fokker–Planck equation for the time-changed fractional Ornstein–Uhlenbeck stochastic process
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- Journal:
- Proceedings of the Royal Society of Edinburgh. Section A: Mathematics / Volume 152 / Issue 4 / August 2022
- Published online by Cambridge University Press:
- 21 September 2021, pp. 1032-1057
- Print publication:
- August 2022
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