Kei Kobayashi, Ph.D.
Affiliations: | 2011 | Mathematics | Tufts University, Boston |
Area:
Theoretical MathematicsGoogle:
"Kei Kobayashi"Parents
Sign in to add mentorMarjorie G. Hahn | grad student | 2011 | Tufts | |
(Time-changed Stochastic Processes and Associated Fractional Order Partial Differential Equations.) |
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Publications
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Hahn M, Kobayashi K, Umarov S. (2012) SDEs Driven by a Time-Changed Lévy Process and Their Associated Time-Fractional Order Pseudo-Differential Equations Journal of Theoretical Probability. 25: 262-279 |
Hahn MG, Kobayashi K, Umarov S. (2011) Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion Proceedings of the American Mathematical Society. 139: 691-705 |
Kobayashi K. (2011) Stochastic Calculus for a Time-Changed Semimartingale and the Associated Stochastic Differential Equations Journal of Theoretical Probability. 24: 789-820 |