Fractional Lévy-driven Ornstein-Uhlenbeck processes and stochastic differential equations (Q637113): Difference between revisions

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Latest revision as of 09:24, 30 July 2024

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Fractional Lévy-driven Ornstein-Uhlenbeck processes and stochastic differential equations
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    Fractional Lévy-driven Ornstein-Uhlenbeck processes and stochastic differential equations (English)
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    2 September 2011
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    fractional integral equation
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    fractional Lévy process
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    fractional Lévy-Ornstein-Uhlenbeck process
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    long-range dependence
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    p-variation
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    Riemann-Stieltjes integration
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    stationary solution to a fractional SDE
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    stochastic differential equation
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