Beyond the triangle : Brownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations - Umarov, Sabir; Hahn, Marjorie G.; Kobayashi, Kei (Mathematics professor) (New Jersey : World Scientific, 2018)
Includes bibliographical references (p. 161-173) and index
Keywords: Brownian motion processes; Fokker-Planck equation; Stochastic differential equations