On the exponentials of fractional Ornstein-Uhlenbeck processes (Q1039117): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
(One intermediate revision by one other user not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 02:59, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the exponentials of fractional Ornstein-Uhlenbeck processes |
scientific article |
Statements
On the exponentials of fractional Ornstein-Uhlenbeck processes (English)
0 references
20 November 2009
0 references
long memory
0 references
long range dependence
0 references
fractional Brownian motion
0 references
fractional Ornstein-Uhlenbeck process
0 references
exponential process
0 references
Burkholder-Davis-Gundy inequalities
0 references