The original paper was published in the Journal of Applied Mathematics and Decision Sciences, volume 2006, Article ID 19181, pp. 1–24.

There is a constant 2 missing in the denominator of the second exponential term in (3.9). The equation should read that for γ≥0,γ≠1, we can writep(x,t;y,t′)=x1/2y1/2-2γc2|1-γ|(t′-t)exp{k22(t′-t)}exp{-(x2-2γ+y2-2γ)2c2(1-γ)2(t′-t)}×Iν(y1-γx1-γc2(1-γ)2(t′-t))exp{1c2∫yA(x)x2γdx-1c2∫xA(x)x2γdx}.