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