Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes (Q5153148): Difference between revisions

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Latest revision as of 16:09, 30 December 2024

scientific article; zbMATH DE number 7402592
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English
Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes
scientific article; zbMATH DE number 7402592

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    Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes (English)
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    29 September 2021
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    fractional Brownian motion
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    subordinator
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    weak convergence in Skorokhod space
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    generalized Fokker-Planck equation
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