The fBm-driven Ornstein-Uhlenbeck process: Probability density function and anomalous diffusion (Q2849835): Difference between revisions

@@ Property / author @@
-Yang Quan Chen
@@ Property / author: Yang Quan Chen / rank @@
-Normal rank
@@ Property / author @@
-Qi-Gui Yang
@@ Property / author: Qi-Gui Yang / rank @@
-Normal rank
@@ Property / author @@
+Yang Quan Chen
@@ Property / author: Yang Quan Chen / rank @@
+Normal rank
@@ Property / author @@
+Qi-Gui Yang
@@ Property / author: Qi-Gui Yang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.2478/s13540-012-0034-z
+Normal rank
@@ Property / OpenAlex ID @@
+W1975242980
@@ Property / OpenAlex ID: W1975242980 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic calculus with respect to Gaussian processes
+Normal rank
@@ Property / cites work @@
+Sharp Large Deviations for the Fractional Ornstein–Uhlenbeck Process
+Normal rank
@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion and Applications
+Normal rank
@@ Property / cites work @@
+An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: Continuous and discrete sampling
+Normal rank
@@ Property / cites work @@
+Stochastic integration with respect to fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Fractional {O}rnstein-{U}hlenbeck processes
@@ Property / cites work: Fractional {O}rnstein-{U}hlenbeck processes / rank @@
+Normal rank
@@ Property / cites work @@
+Relativistic Ornstein-Uhlenbeck process
@@ Property / cites work: Relativistic Ornstein-Uhlenbeck process / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic analysis of the fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Q3957683
@@ Property / cites work: Q3957683 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of the input parameters in the Feller neuronal model
+Normal rank
@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion I. Theory
+Normal rank
@@ Property / cites work @@
+A General Fractional White Noise Theory And Applications To Finance
+Normal rank
@@ Property / cites work @@
+Ornstein–Uhlenbeck–Cauchy process
@@ Property / cites work: Ornstein–Uhlenbeck–Cauchy process / rank @@
+Normal rank
@@ Property / cites work @@
+Handbook of stochastic methods for physics, chemistry and the natural sciences
+Normal rank
@@ Property / cites work @@
+Parameter estimation for fractional Ornstein-Uhlenbeck processes
+Normal rank
@@ Property / cites work @@
+On the Wiener integral with respect to the fractional Brownian motion on an interval
+Normal rank
@@ Property / cites work @@
+Statistical analysis of the fractional Ornstein--Uhlenbeck type process
+Normal rank
@@ Property / cites work @@
+Stochastic analysis of fractional brownian motions
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+On the geometry of homogeneous turbulence, with stress on the fractal dimension of the iso-surfaces of scalars
+Normal rank
@@ Property / cites work @@
+Stochastic calculus for fractional Brownian motion and related processes.
+Normal rank
@@ Property / cites work @@
+Arbitrage with Fractional Brownian Motion
@@ Property / cites work: Arbitrage with Fractional Brownian Motion / rank @@
+Normal rank
@@ Property / cites work @@
+The fractional Ornstein-Uhlenbeck process as a representation of homogeneous Eulerian velocity turbulence
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank
@@ Property / cites work @@
+Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation
+Normal rank
@@ Property / cites work @@
+On the local times of fractional Ornstein-Uhlenbeck process
+Normal rank
@@ Property / cites work @@
+Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2849835