Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Non-Analytic Solution to the Fokker-Planck Equation of Fractional
  Brownian Motion via Laplace Transforms   This paper derives the non-analytic solution to the Fokker-Planck equation of
fractional Brownian motion using the method of Laplace transform. Sequentially,
by considering the fundamental solution of the non-analytic solution, this
paper obtains the transition probability density function of the random
variable that is described by the It\^o's stochastic ordinary differential
equation of fractional Brownian motion. Furthermore, this paper applies the
derived transition probability density function to the Cox-Ingersoll-Ross model
governed by the fractional Brownian motion instead of the usual Brownian
motion.

1
The categories of this paper are: cs
19
The categories of this paper are: eess
29
The categories of this paper are: funct-an
21
The categories of this paper are: adap-org
37
The categories of this paper are: supr-con
4
The categories of this paper are: cond-mat
15
The categories of this paper are: nucl-ex
10
The categories of this paper are: q-bio
20
The categories of this paper are: acc-phys
27
The categories of this paper are: comp-gas
9
The categories of this paper are: nlin
30
The categories of this paper are: q-alg
3
The categories of this paper are: physics
5
The categories of this paper are: gr-qc
0
The categories of this paper are: hep-ph
32
The categories of this paper are: atom-ph